+57.6%
NTNX vs UDR
-20.2%
+77.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -3.5% | +0.3% | -1.6% |
| 30D | +2.0% | -5.3% | +7.3% | +4.4% |
| 3M | +34.0% | -9.5% | +43.5% | +40.0% |
| 6M | +72.4% | -0.7% | +73.0% | +71.7% |
| YTD | +27.5% | -1.2% | +28.7% | +27.0% |
| 1Y | -18.7% | -5.7% | -13.0% | -17.3% |
| 3Y | +80.8% | +3.7% | +77.0% | +73.6% |
| All | +57.6% | -20.2% | +77.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling