-39.8%
NFLX vs EMR
+15.1%
-55.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -8.1% | +0.9% | -9.0% | -8.1% |
| 30D | -0.3% | -5.0% | +4.6% | -0.5% |
| 3M | -6.6% | +5.9% | -12.5% | -6.5% |
| 6M | -22.7% | +7.3% | -30.0% | -22.9% |
| YTD | -18.9% | +14.6% | -33.5% | -18.7% |
| 1Y | -39.8% | +15.6% | -55.5% | -39.8% |
| All | -39.8% | +15.1% | -55.0% | -39.8% |
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