+2,660.6%
AVGO vs NFLX
+441.6%
+2,219.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | +18.2% | -2.0% | +20.1% | +18.9% |
| 30D | +0.2% | -11.9% | +12.2% | +4.0% |
| 3M | -16.8% | -20.6% | +3.8% | -11.3% |
| 6M | -16.5% | -29.0% | +12.6% | -8.2% |
| YTD | +0.8% | -33.7% | +34.5% | +12.0% |
| 1Y | +2.8% | -46.2% | +49.0% | +22.4% |
| 3Y | +278.5% | +39.8% | +238.8% | +228.0% |
| 5Y | +573.1% | -9.0% | +582.0% | +525.2% |
| All | +2,660.6% | +441.6% | +2,219.0% | +1,305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 NFLX 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