+52,899.3%
NFLX vs BA
+492.5%
+52,406.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +2.1% | +1.1% | +1.1% | +1.8% |
| 30D | -9.0% | -7.9% | -1.1% | -7.0% |
| 3M | -14.0% | -25.3% | +11.4% | -6.6% |
| 6M | -28.2% | -24.6% | -3.6% | -22.7% |
| YTD | -32.4% | -20.1% | -12.2% | -28.9% |
| 1Y | -42.2% | -11.8% | -30.4% | -41.2% |
| 3Y | +45.9% | -10.1% | +56.0% | +42.5% |
| 5Y | -1.8% | -22.7% | +20.9% | -1.4% |
| 10Y | +419.6% | +35.1% | +384.6% | +266.2% |
| All | +52,899.3% | +492.5% | +52,406.8% | +18,228.0% |
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