+80.8%
NTNX vs BRKR
-11.8%
+92.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | -8.7% | +5.5% | -1.7% |
| 30D | +2.0% | -9.9% | +11.8% | +3.7% |
| 3M | +34.0% | -3.1% | +37.0% | +32.9% |
| 6M | +72.4% | +45.5% | +26.9% | +56.5% |
| YTD | +27.5% | +13.7% | +13.8% | +21.2% |
| 1Y | -18.7% | +67.4% | -86.2% | -29.4% |
| 3Y | +80.8% | -13.2% | +94.0% | +86.3% |
| All | +80.8% | -11.8% | +92.5% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling