+201.1%
WELL vs NTNX
+54.0%
+147.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.2% | -3.1% | +2.9% | 0.0% |
| 30D | +2.3% | +2.0% | +0.4% | +2.2% |
| 3M | +12.3% | +34.0% | -21.7% | +10.2% |
| 6M | +15.6% | +72.4% | -56.8% | +11.1% |
| YTD | +28.3% | +27.5% | +0.8% | +25.9% |
| 1Y | +41.9% | -18.7% | +60.7% | +43.9% |
| 3Y | +198.3% | +80.8% | +117.6% | +177.4% |
| All | +201.1% | +54.0% | +147.0% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling