+25.3%
BIL vs NTNX
+148.8%
-123.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | +2.0% | -1.7% | +0.3% |
| 3M | +0.9% | +34.0% | -33.0% | +0.9% |
| 6M | +1.8% | +72.4% | -70.6% | +1.8% |
| YTD | +2.5% | +27.5% | -25.0% | +2.5% |
| 1Y | +3.7% | -18.7% | +22.4% | +3.7% |
| 3Y | +14.1% | +80.8% | -66.6% | +14.1% |
| 5Y | +19.5% | +54.5% | -35.0% | +19.5% |
| All | +25.3% | +148.8% | -123.5% | +25.2% |
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