+20.0%
YUM vs NTNX
+54.0%
-34.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -3.1% | -2.9% | -5.9% |
| 30D | -5.8% | +2.0% | -7.8% | -6.0% |
| 3M | -7.6% | +34.0% | -41.6% | -9.6% |
| 6M | -9.1% | +72.4% | -81.5% | -13.0% |
| YTD | -5.5% | +27.5% | -33.0% | -7.5% |
| 1Y | -3.7% | -18.7% | +15.0% | -2.3% |
| 3Y | +17.8% | +80.8% | -63.0% | +8.4% |
| All | +20.0% | +54.0% | -34.0% | +10.2% |
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