+67.5%
BN vs NTNX
+82.3%
-14.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -5.2% | -3.1% | -2.0% | -4.5% |
| 30D | -14.5% | +2.0% | -16.4% | -14.9% |
| 3M | -15.0% | +34.0% | -48.9% | -20.2% |
| 6M | -5.4% | +72.4% | -77.8% | -16.7% |
| YTD | -16.4% | +27.5% | -44.0% | -21.7% |
| 1Y | -16.2% | -18.7% | +2.5% | -13.2% |
| 3Y | +67.5% | +80.8% | -13.2% | +23.1% |
| All | +67.5% | +82.3% | -14.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling