-45.8%
NFLX vs BAX
+40.9%
-86.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -11.0% | +3.4% | -14.4% | -11.7% |
| 3M | -15.5% | -4.5% | -11.1% | -15.0% |
| 6M | -28.5% | +44.0% | -72.5% | -32.0% |
| YTD | -33.1% | +34.9% | -68.0% | -36.1% |
| 1Y | -45.8% | +37.9% | -83.8% | -48.8% |
| All | -45.8% | +40.9% | -86.8% | -48.8% |
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