+65,302.9%
NFLX vs BAX
+42.9%
+65,260.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.4% | -5.6% |
| 7D | -4.2% | -1.1% | -3.1% | -4.0% |
| 30D | +5.5% | -5.5% | +10.9% | +7.0% |
| 3M | -4.1% | +33.5% | -37.6% | -11.4% |
| 6M | -20.7% | +35.9% | -56.5% | -27.6% |
| YTD | -16.5% | +35.4% | -51.9% | -24.3% |
| 1Y | -37.8% | +9.8% | -47.5% | -40.7% |
| 3Y | +77.9% | -32.7% | +110.6% | +87.6% |
| 5Y | +32.5% | -65.6% | +98.1% | +68.7% |
| 10Y | +703.6% | -34.9% | +738.5% | +737.6% |
| All | +65,302.9% | +42.9% | +65,260.0% | +45,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling