+202.5%
BKNG vs NTNX
+146.9%
+55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -10.7% | -3.9% | -6.8% | -10.0% |
| 30D | -18.1% | +1.7% | -19.8% | -18.5% |
| 3M | +8.5% | +31.7% | -23.2% | +3.0% |
| 6M | -0.1% | +69.4% | -69.4% | -10.0% |
| YTD | -18.2% | +26.6% | -44.8% | -22.5% |
| 1Y | -19.9% | -15.2% | -4.7% | -18.8% |
| 3Y | +41.6% | +80.9% | -39.3% | +21.3% |
| 5Y | +93.1% | +53.3% | +39.8% | +63.2% |
| All | +202.5% | +146.9% | +55.6% | +115.5% |
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