+129.8%
ULTA vs NTNX
+148.8%
-19.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -3.1% | -3.1% | +0.1% | -2.6% |
| 30D | +2.8% | +2.0% | +0.8% | +2.4% |
| 3M | +14.8% | +34.0% | -19.2% | +9.5% |
| 6M | -16.2% | +72.4% | -88.6% | -23.7% |
| YTD | -9.6% | +27.5% | -37.2% | -14.0% |
| 1Y | +4.8% | -18.7% | +23.5% | +6.6% |
| 3Y | +30.7% | +80.8% | -50.1% | +12.4% |
| 5Y | +45.9% | +54.5% | -8.6% | +23.7% |
| All | +129.8% | +148.8% | -19.0% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling