+76.8%
NTNX vs UDR
+37.9%
+38.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | -3.9% | -3.4% | -0.5% | -2.4% |
| 30D | +1.7% | -5.4% | +7.1% | +4.2% |
| 3M | +31.7% | -10.0% | +41.7% | +37.9% |
| 6M | +69.4% | -2.5% | +71.9% | +70.3% |
| YTD | +26.6% | -1.1% | +27.7% | +26.1% |
| 1Y | -15.2% | -3.9% | -11.3% | -14.5% |
| 3Y | +80.9% | +3.4% | +77.5% | +74.2% |
| 5Y | +53.3% | -18.9% | +72.2% | +64.6% |
| All | +76.8% | +37.9% | +38.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling