-46.2%
NFLX vs BAX
+38.8%
-85.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -11.9% | +4.1% | -16.0% | -12.7% |
| 3M | -20.6% | -4.5% | -16.0% | -20.0% |
| 6M | -29.0% | +49.2% | -78.3% | -32.7% |
| YTD | -33.7% | +35.2% | -69.0% | -36.7% |
| 1Y | -46.2% | +38.3% | -84.4% | -49.2% |
| All | -46.2% | +38.8% | -85.0% | -49.2% |
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