+223.1%
BMNR vs NTNX
-14.5%
+237.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.7% | +2.8% |
| 7D | +0.2% | -3.1% | +3.4% | +2.9% |
| 30D | +39.9% | +2.0% | +37.9% | +37.7% |
| 3M | +51.5% | +34.0% | +17.6% | +17.0% |
| 6M | +18.9% | +72.4% | -53.5% | -35.1% |
| YTD | -7.8% | +27.5% | -35.3% | -20.3% |
| 1Y | -47.6% | -18.7% | -28.9% | +70.9% |
| All | +223.1% | -14.5% | +237.6% | -66.2% |
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