+462.3%
NFLX vs BN
+281.2%
+181.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -2.8% | -2.4% | -0.4% | -1.9% |
| 30D | -8.6% | +13.5% | -22.1% | -13.1% |
| 3M | -13.7% | -5.9% | -7.8% | -11.9% |
| 6M | -24.5% | -8.9% | -15.5% | -22.2% |
| YTD | -31.2% | -7.9% | -23.3% | -30.1% |
| 1Y | -43.2% | -8.3% | -34.9% | -42.4% |
| 3Y | +44.3% | +100.8% | -56.5% | +2.9% |
| 5Y | -1.9% | +38.2% | -40.1% | -19.9% |
| 10Y | +462.3% | +302.3% | +160.0% | +202.0% |
| All | +462.3% | +281.2% | +181.1% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling