-37.8%
NFLX vs BAX
+9.9%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.4% | -5.5% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | +5.5% | -5.5% | +10.9% | +6.2% |
| 3M | -4.1% | +33.5% | -37.6% | -6.3% |
| 6M | -20.7% | +35.9% | -56.5% | -22.9% |
| YTD | -16.5% | +35.4% | -51.9% | -17.8% |
| 1Y | -37.8% | +9.8% | -47.5% | -41.0% |
| All | -37.8% | +9.9% | -47.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling