+130.5%
BP vs NTNX
+146.9%
-16.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | +5.7% | -3.9% | +9.6% | +6.2% |
| 30D | +8.1% | +1.7% | +6.4% | +7.8% |
| 3M | +8.6% | +31.7% | -23.1% | +5.0% |
| 6M | +18.1% | +69.4% | -51.2% | +10.6% |
| YTD | +37.6% | +26.6% | +11.0% | +32.7% |
| 1Y | +39.4% | -15.2% | +54.6% | +40.5% |
| 3Y | +40.1% | +80.9% | -40.9% | +25.7% |
| 5Y | +141.3% | +53.3% | +88.0% | +115.0% |
| All | +130.5% | +146.9% | -16.3% | +78.7% |
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