-54.9%
BBWI vs NTNX
+148.8%
-203.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.7% | +6.3% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | +3.5% | +2.0% | +1.5% | +3.0% |
| 3M | -0.3% | +34.0% | -34.3% | -5.7% |
| 6M | -5.4% | +72.4% | -77.8% | -15.5% |
| YTD | -4.7% | +27.5% | -32.3% | -10.1% |
| 1Y | -30.5% | -18.7% | -11.7% | -28.9% |
| 3Y | -44.3% | +80.8% | -125.1% | -52.8% |
| 5Y | -66.9% | +54.5% | -121.4% | -72.5% |
| All | -54.9% | +148.8% | -203.6% | -69.8% |
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