+26.7%
NFLX vs BAX
-67.0%
+93.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.3% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | +3.5% | -9.7% | +13.3% | +5.2% |
| 3M | -7.1% | +29.3% | -36.4% | -10.6% |
| 6M | -22.5% | +40.7% | -63.1% | -26.6% |
| YTD | -18.1% | +30.3% | -48.4% | -21.8% |
| 1Y | -38.3% | +3.4% | -41.7% | -39.2% |
| 3Y | +73.4% | -32.0% | +105.4% | +79.9% |
| 5Y | +26.7% | -66.9% | +93.5% | +54.5% |
| All | +26.7% | -67.0% | +93.7% | +54.5% |
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