+30.7%
ULTA vs NTNX
+82.3%
-51.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -3.1% | -3.1% | +0.1% | -2.9% |
| 30D | +2.8% | +2.0% | +0.8% | +2.6% |
| 3M | +14.8% | +34.0% | -19.2% | +12.4% |
| 6M | -16.2% | +72.4% | -88.6% | -19.8% |
| YTD | -9.6% | +27.5% | -37.2% | -11.4% |
| 1Y | +4.8% | -18.7% | +23.5% | +6.9% |
| 3Y | +30.7% | +80.8% | -50.1% | +17.1% |
| All | +30.7% | +82.3% | -51.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 3y: compounded portfolio wealth divided by compounded NTNX 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…
3y analysis · Full analysis span regression · 6 months rolling