+61.8%
MSFT vs NFLX
-5.0%
+66.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +1.1% |
| 7D | -2.4% | -4.4% | +2.0% | -1.3% |
| 30D | -3.8% | -11.0% | +7.3% | -0.9% |
| 3M | +6.4% | -15.5% | +21.9% | +10.8% |
| 6M | +28.8% | -28.5% | +57.3% | +39.7% |
| YTD | +8.8% | -33.1% | +42.0% | +19.3% |
| 1Y | +3.2% | -45.8% | +49.0% | +19.3% |
| 3Y | +44.8% | +40.2% | +4.6% | +28.8% |
| 5Y | +61.8% | -8.2% | +70.0% | +55.2% |
| All | +61.8% | -5.0% | +66.9% | +55.2% |
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