+26.7%
NFLX vs EMR
+62.8%
-36.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.0% | +3.1% | -8.1% | -5.9% |
| 30D | +3.5% | -3.5% | +7.1% | +4.5% |
| 3M | -7.1% | +9.8% | -16.9% | -10.6% |
| 6M | -22.5% | +10.8% | -33.3% | -26.3% |
| YTD | -18.1% | +15.9% | -34.1% | -24.2% |
| 1Y | -38.3% | +16.4% | -54.8% | -43.4% |
| 3Y | +73.4% | +62.1% | +11.3% | +30.8% |
| 5Y | +26.7% | +62.9% | -36.2% | -8.4% |
| All | +26.7% | +62.8% | -36.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling