-37.8%
NFLX vs COST
-3.4%
-34.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.5% |
| 30D | +5.5% | -2.8% | +8.2% | +6.1% |
| 3M | -4.1% | -5.7% | +1.6% | -3.1% |
| 6M | -20.7% | -8.8% | -11.9% | -19.5% |
| YTD | -16.5% | +6.7% | -23.2% | -16.5% |
| 1Y | -37.8% | -3.6% | -34.1% | -37.6% |
| All | -37.8% | -3.4% | -34.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling