+75.5%
UMC vs NTNX
-16.9%
+92.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -8.1% | -8.6% | -16.4% |
| 7D | -25.8% | -17.2% | -8.6% | -25.9% |
| 30D | -42.3% | -20.2% | -22.1% | -42.5% |
| 3M | -30.6% | -4.0% | -26.7% | -29.6% |
| 6M | -2.8% | +34.8% | -37.6% | +0.9% |
| YTD | +73.2% | +13.3% | +60.0% | +79.7% |
| 1Y | +75.5% | -16.0% | +91.5% | +81.0% |
| All | +75.5% | -16.9% | +92.3% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling