-20.7%
NFLX vs EMR
+4.5%
-25.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -5.2% |
| 7D | -4.2% | -1.5% | -2.7% | -4.4% |
| 30D | +5.5% | -5.6% | +11.1% | +5.0% |
| 3M | -4.1% | +7.9% | -12.0% | -3.3% |
| 6M | -20.7% | +6.0% | -26.7% | -19.3% |
| All | -20.7% | +4.5% | -25.2% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling