-3.8%
NFLX vs EMR
+88.6%
-92.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.3% | +0.7% | -0.9% | -0.5% |
| 30D | -10.0% | +3.5% | -13.5% | -11.1% |
| 3M | -17.1% | +5.9% | -23.0% | -18.9% |
| 6M | -27.7% | +19.4% | -47.1% | -32.5% |
| YTD | -32.5% | +27.7% | -60.2% | -39.7% |
| 1Y | -43.5% | +30.9% | -74.4% | -50.2% |
| 3Y | +41.4% | +104.2% | -62.7% | -6.1% |
| All | -3.8% | +88.6% | -92.4% | -37.2% |
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