+65,302.9%
NFLX vs BB
+171.8%
+65,131.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | -5.6% | +1.4% | -3.3% |
| 30D | +5.5% | -11.8% | +17.3% | +7.5% |
| 3M | -4.1% | -25.5% | +21.5% | -0.6% |
| 6M | -20.7% | +121.3% | -142.0% | -33.8% |
| YTD | -16.5% | +103.2% | -119.7% | -29.3% |
| 1Y | -37.8% | +102.6% | -140.4% | -47.6% |
| 3Y | +77.9% | +37.5% | +40.4% | +50.9% |
| 5Y | +32.5% | -30.4% | +63.0% | +25.0% |
| 10Y | +703.6% | 0.0% | +703.6% | +474.3% |
| All | +65,302.9% | +171.8% | +65,131.1% | +17,980.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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