+78.2%
NTNX vs BRKR
+147.5%
-69.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.1% | -8.7% | +5.5% | 0.0% |
| 30D | +2.0% | -9.9% | +11.8% | +5.6% |
| 3M | +34.0% | -3.1% | +37.0% | +31.7% |
| 6M | +72.4% | +45.5% | +26.9% | +41.4% |
| YTD | +27.5% | +13.7% | +13.8% | +14.4% |
| 1Y | -18.7% | +67.4% | -86.2% | -39.1% |
| 3Y | +80.8% | -13.2% | +94.0% | +67.6% |
| 5Y | +54.5% | -39.5% | +94.0% | +67.1% |
| All | +78.2% | +147.5% | -69.3% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling