+73.1%
MSFT vs NFLX
+26.6%
+46.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -1.4% | -5.0% | +3.6% | -0.1% |
| 30D | -1.0% | +3.5% | -4.6% | -2.0% |
| 3M | +20.2% | -7.1% | +27.3% | +22.2% |
| 6M | +21.3% | -22.5% | +43.7% | +28.7% |
| YTD | +2.8% | -18.1% | +20.9% | +7.2% |
| 1Y | 0.0% | -38.3% | +38.3% | +11.8% |
| 3Y | +51.2% | +73.4% | -22.1% | +27.3% |
| All | +73.1% | +26.6% | +46.6% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling