-2.2%
NFLX vs BAX
-62.5%
+60.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | -10.0% | +8.5% | -18.5% | -11.3% |
| 3M | -17.1% | -4.9% | -12.2% | -16.5% |
| 6M | -27.7% | +47.0% | -74.7% | -32.0% |
| YTD | -32.5% | +38.4% | -71.0% | -36.3% |
| 1Y | -43.5% | +49.1% | -92.7% | -47.3% |
| 3Y | +41.4% | -14.9% | +56.3% | +39.2% |
| 5Y | -2.2% | -63.1% | +60.9% | +17.5% |
| All | -2.2% | -62.5% | +60.3% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling