+39.8%
NFLX vs EMR
+102.7%
-62.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -11.9% | +3.3% | -15.2% | -12.4% |
| 3M | -20.6% | +1.7% | -22.2% | -20.8% |
| 6M | -29.0% | +21.7% | -50.7% | -31.6% |
| YTD | -33.7% | +26.8% | -60.5% | -37.5% |
| 1Y | -46.2% | +31.6% | -77.7% | -49.8% |
| 3Y | +39.8% | +102.5% | -62.8% | +18.4% |
| All | +39.8% | +102.7% | -62.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling