+870.2%
NFLX vs BABA
+25.5%
+844.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | +2.1% | +11.6% | -9.5% | -1.2% |
| 30D | -9.0% | +2.3% | -11.3% | -9.8% |
| 3M | -14.0% | -13.7% | -0.3% | -10.6% |
| 6M | -28.2% | -21.9% | -6.3% | -23.7% |
| YTD | -32.4% | -24.6% | -7.7% | -28.3% |
| 1Y | -42.2% | -34.1% | -8.1% | -36.2% |
| 3Y | +45.9% | +36.3% | +9.6% | +16.5% |
| 5Y | -1.8% | -26.7% | +24.9% | -7.3% |
| 10Y | +419.6% | +19.2% | +400.4% | +270.5% |
| All | +870.2% | +25.5% | +844.7% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling