-40.8%
BMNR vs NTNX
+0.3%
-41.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | +35.5% | +11.6% | +23.8% | +32.1% |
| 3M | +39.6% | +23.8% | +15.8% | +32.5% |
| 6M | +18.2% | +68.8% | -50.6% | +3.6% |
| YTD | -8.0% | +31.7% | -39.7% | -16.1% |
| 1Y | -40.8% | -0.9% | -39.9% | -36.0% |
| All | -40.8% | +0.3% | -41.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling