+171.6%
BKR vs NTNX
+54.0%
+117.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -7.0% | -3.1% | -3.8% | -6.8% |
| 30D | -8.1% | +2.0% | -10.1% | -8.3% |
| 3M | -6.6% | +34.0% | -40.6% | -8.6% |
| 6M | +0.9% | +72.4% | -71.5% | -3.3% |
| YTD | +31.1% | +27.5% | +3.6% | +28.4% |
| 1Y | +27.7% | -18.7% | +46.4% | +29.6% |
| 3Y | +71.2% | +80.8% | -9.5% | +65.5% |
| All | +171.6% | +54.0% | +117.6% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling