+238.5%
BBY vs NTNX
+148.8%
+89.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +0.6% | -3.1% | +3.7% | +1.1% |
| 30D | +9.4% | +2.0% | +7.4% | +8.8% |
| 3M | +19.3% | +34.0% | -14.6% | +13.1% |
| 6M | +47.9% | +72.4% | -24.5% | +33.2% |
| YTD | +39.6% | +27.5% | +12.0% | +32.1% |
| 1Y | +22.2% | -18.7% | +40.9% | +24.6% |
| 3Y | +45.0% | +80.8% | -35.8% | +24.2% |
| 5Y | +2.6% | +54.5% | -51.9% | -13.8% |
| All | +238.5% | +148.8% | +89.7% | +155.6% |
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