+52,297.5%
NFLX vs BA
+486.2%
+51,811.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -11.0% | -8.0% | -3.0% | -9.0% |
| 3M | -15.5% | -25.8% | +10.3% | -8.1% |
| 6M | -28.5% | -27.6% | -0.9% | -22.0% |
| YTD | -33.1% | -21.0% | -12.1% | -29.5% |
| 1Y | -45.8% | -12.3% | -33.6% | -44.8% |
| 3Y | +40.2% | -12.8% | +52.9% | +38.2% |
| 5Y | -8.2% | -22.4% | +14.2% | -7.9% |
| 10Y | +446.2% | +24.6% | +421.6% | +297.1% |
| All | +52,297.5% | +486.2% | +51,811.3% | +18,079.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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