-39.3%
NFLX vs EMR
+25.6%
-64.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.2% | +4.9% |
| 7D | +7.1% | +1.6% | +5.5% | +7.2% |
| 30D | -1.6% | +5.0% | -6.6% | -1.1% |
| 3M | -9.8% | +7.7% | -17.4% | -9.0% |
| 6M | -27.1% | +26.8% | -53.8% | -25.8% |
| YTD | -29.2% | +29.9% | -59.1% | -26.8% |
| 1Y | -39.3% | +25.7% | -64.9% | -37.4% |
| All | -39.3% | +25.6% | -64.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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