-44.3%
NFLX vs EMR
+30.7%
-75.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | +0.7% | -0.9% | -0.2% |
| 30D | -10.0% | +3.5% | -13.5% | -9.7% |
| 3M | -17.1% | +5.9% | -23.0% | -16.5% |
| 6M | -27.7% | +19.4% | -47.1% | -26.7% |
| YTD | -32.5% | +27.7% | -60.2% | -30.7% |
| All | -44.3% | +30.7% | -75.0% | -43.0% |
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