-39.3%
NFLX vs BAX
+46.0%
-85.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.9% |
| 7D | +7.1% | +4.1% | +3.0% | +6.1% |
| 30D | -1.6% | +9.4% | -11.1% | -3.4% |
| 3M | -9.8% | -6.5% | -3.3% | -8.9% |
| 6M | -27.1% | +59.6% | -86.7% | -31.6% |
| YTD | -29.2% | +38.9% | -68.1% | -33.0% |
| 1Y | -39.3% | +48.0% | -87.3% | -43.8% |
| All | -39.3% | +46.0% | -85.3% | -43.8% |
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