+80.6%
BSX vs NTNX
+148.8%
-68.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -10.1% | -3.1% | -6.9% | -9.7% |
| 30D | -16.4% | +2.0% | -18.4% | -16.7% |
| 3M | -8.9% | +34.0% | -42.8% | -12.4% |
| 6M | -38.3% | +72.4% | -110.7% | -42.9% |
| YTD | -54.9% | +27.5% | -82.5% | -56.8% |
| 1Y | -58.8% | -18.7% | -40.1% | -58.1% |
| 3Y | -21.2% | +80.8% | -102.0% | -29.9% |
| 5Y | -3.3% | +54.5% | -57.8% | -15.2% |
| All | +80.6% | +148.8% | -68.2% | +38.1% |
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 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