+29.0%
NFLX vs BABA
-30.9%
+59.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.6% |
| 7D | -4.2% | -4.8% | +0.5% | -3.3% |
| 30D | +5.5% | -11.9% | +17.4% | +8.1% |
| 3M | -4.1% | -9.3% | +5.2% | -2.5% |
| 6M | -20.7% | -14.2% | -6.4% | -18.8% |
| YTD | -16.5% | -22.0% | +5.5% | -13.4% |
| 1Y | -37.8% | -12.7% | -25.1% | -37.7% |
| 3Y | +77.9% | +26.7% | +51.2% | +54.1% |
| All | +29.0% | -30.9% | +59.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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