+239.0%
BN vs NTNX
+148.8%
+90.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -5.2% | -3.1% | -2.0% | -4.7% |
| 30D | -14.5% | +2.0% | -16.4% | -14.8% |
| 3M | -15.0% | +34.0% | -48.9% | -19.3% |
| 6M | -5.4% | +72.4% | -77.8% | -14.5% |
| YTD | -16.4% | +27.5% | -44.0% | -20.7% |
| 1Y | -16.2% | -18.7% | +2.5% | -14.6% |
| 3Y | +67.5% | +80.8% | -13.2% | +46.3% |
| 5Y | +34.1% | +54.5% | -20.4% | +15.6% |
| All | +239.0% | +148.8% | +90.2% | +154.7% |
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