+65,302.9%
NFLX vs EMR
+933.0%
+64,369.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -6.1% |
| 7D | -4.2% | -1.5% | -2.7% | -3.7% |
| 30D | +5.5% | -5.6% | +11.1% | +7.7% |
| 3M | -4.1% | +7.9% | -12.0% | -8.0% |
| 6M | -20.7% | +6.0% | -26.7% | -24.1% |
| YTD | -16.5% | +16.4% | -33.0% | -24.0% |
| 1Y | -37.8% | +16.6% | -54.4% | -43.7% |
| 3Y | +77.9% | +62.9% | +15.0% | +34.6% |
| 5Y | +32.5% | +60.1% | -27.6% | 0.0% |
| 10Y | +703.6% | +268.8% | +434.8% | +269.4% |
| All | +65,302.9% | +933.0% | +64,369.9% | +10,656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling