+667.4%
NFLX vs BAX
-37.2%
+704.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -8.1% | -5.4% | -2.6% | -6.7% |
| 30D | +1.6% | -12.4% | +14.0% | +5.2% |
| 3M | -7.3% | +19.1% | -26.4% | -11.6% |
| 6M | -21.6% | +38.6% | -60.2% | -28.5% |
| YTD | -18.9% | +26.7% | -45.6% | -25.0% |
| 1Y | -39.1% | +1.0% | -40.1% | -40.4% |
| 3Y | +71.7% | -33.9% | +105.5% | +83.2% |
| 5Y | +27.0% | -67.0% | +94.0% | +76.1% |
| All | +667.4% | -37.2% | +704.5% | +648.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling