-99.8%
BIYA vs NTNX
-7.5%
-92.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.8% | -3.1% | +1.4% | -1.1% |
| 30D | -17.5% | +2.0% | -19.4% | -17.8% |
| 3M | -78.0% | +34.0% | -112.0% | -78.9% |
| 6M | -89.5% | +72.4% | -161.9% | -90.1% |
| YTD | -94.3% | +27.5% | -121.8% | -94.3% |
| 1Y | -98.6% | -18.7% | -79.9% | -98.2% |
| All | -99.8% | -7.5% | -92.2% | -99.7% |
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