+27,206.4%
NFLX vs BX
+910.6%
+26,295.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -5.0% | -2.0% | -3.0% | -4.4% |
| 30D | +3.5% | -2.3% | +5.9% | +4.2% |
| 3M | -7.1% | +18.5% | -25.6% | -12.0% |
| 6M | -22.5% | +23.7% | -46.2% | -27.9% |
| YTD | -18.1% | -10.4% | -7.8% | -16.7% |
| 1Y | -38.3% | -19.6% | -18.8% | -35.6% |
| 3Y | +73.4% | +30.8% | +42.6% | +52.3% |
| 5Y | +26.7% | +24.3% | +2.3% | +10.8% |
| 10Y | +670.3% | +679.5% | -9.1% | +299.9% |
| All | +27,206.4% | +910.6% | +26,295.8% | +10,554.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling