+73.1%
BAC vs NTNX
+54.0%
+19.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | 0.0% | -3.1% | +3.2% | +0.5% |
| 30D | -2.8% | +2.0% | -4.7% | -3.2% |
| 3M | +14.2% | +34.0% | -19.7% | +9.3% |
| 6M | +30.5% | +72.4% | -41.8% | +19.6% |
| YTD | +15.8% | +27.5% | -11.7% | +10.7% |
| 1Y | +26.2% | -18.7% | +44.9% | +28.8% |
| 3Y | +136.5% | +80.8% | +55.8% | +109.0% |
| All | +73.1% | +54.0% | +19.0% | +53.7% |
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