+78.2%
NTNX vs BB
-3.8%
+81.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -3.1% | -0.4% | -2.8% | -3.1% |
| 30D | +2.0% | -12.5% | +14.5% | +5.3% |
| 3M | +34.0% | -17.4% | +51.4% | +37.9% |
| 6M | +72.4% | +119.1% | -46.8% | +36.7% |
| YTD | +27.5% | +102.4% | -74.8% | +3.3% |
| 1Y | -18.7% | +98.2% | -116.9% | -34.6% |
| 3Y | +80.8% | +46.9% | +33.8% | +46.6% |
| 5Y | +54.5% | -26.4% | +80.9% | +43.7% |
| All | +78.2% | -3.8% | +81.9% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling