+1.3%
BBY vs NTNX
+54.0%
-52.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +9.4% | +2.0% | +7.4% | +8.8% |
| 3M | +19.3% | +34.0% | -14.6% | +12.8% |
| 6M | +47.9% | +72.4% | -24.5% | +32.7% |
| YTD | +39.6% | +27.5% | +12.0% | +31.8% |
| 1Y | +22.2% | -18.7% | +40.9% | +25.0% |
| 3Y | +45.0% | +80.8% | -35.8% | +21.3% |
| All | +1.3% | +54.0% | -52.7% | -25.9% |
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