+136.2%
BP vs NTNX
+54.0%
+82.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +5.2% | -3.1% | +8.4% | +5.4% |
| 30D | +8.7% | +2.0% | +6.7% | +8.5% |
| 3M | +9.3% | +34.0% | -24.6% | +7.3% |
| 6M | +13.6% | +72.4% | -58.8% | +9.6% |
| YTD | +37.7% | +27.5% | +10.1% | +35.2% |
| 1Y | +40.6% | -18.7% | +59.4% | +42.4% |
| 3Y | +40.3% | +80.8% | -40.4% | +33.2% |
| All | +136.2% | +54.0% | +82.2% | +126.6% |
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