-49.8%
BIDU vs NTNX
+148.8%
-198.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -8.1% | -3.1% | -5.0% | -7.6% |
| 30D | -12.8% | +2.0% | -14.8% | -13.2% |
| 3M | -21.3% | +34.0% | -55.2% | -25.5% |
| 6M | -27.0% | +72.4% | -99.4% | -34.4% |
| YTD | -30.0% | +27.5% | -57.6% | -34.0% |
| 1Y | -18.3% | -18.7% | +0.5% | -16.4% |
| 3Y | -33.8% | +80.8% | -114.6% | -44.2% |
| 5Y | -44.3% | +54.5% | -98.8% | -53.6% |
| All | -49.8% | +148.8% | -198.6% | -63.4% |
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