+1,863.6%
UMC vs NTNX
+148.8%
+1,714.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +9.0% | -3.1% | +12.1% | +9.5% |
| 30D | +17.2% | +2.0% | +15.3% | +16.8% |
| 3M | +11.4% | +34.0% | -22.6% | +6.1% |
| 6M | +137.5% | +72.4% | +65.1% | +116.4% |
| YTD | +193.1% | +27.5% | +165.6% | +178.5% |
| 1Y | +240.3% | -18.7% | +259.0% | +246.1% |
| 3Y | +262.2% | +80.8% | +181.4% | +213.9% |
| 5Y | +143.1% | +54.5% | +88.6% | +107.0% |
| All | +1,863.6% | +148.8% | +1,714.8% | +1,357.0% |
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 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