+687.9%
NFLX vs EXEL
+378.5%
+309.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | -0.3% | +10.1% | -10.5% | -2.1% |
| 3M | -6.6% | +10.1% | -16.7% | -8.4% |
| 6M | -22.7% | +37.7% | -60.3% | -27.5% |
| YTD | -18.9% | +33.1% | -52.0% | -23.7% |
| 1Y | -39.8% | +52.4% | -92.2% | -45.1% |
| 3Y | +71.7% | +163.8% | -92.1% | +35.3% |
| 5Y | +27.2% | +198.5% | -171.3% | -3.9% |
| 10Y | +687.9% | +386.9% | +301.0% | +471.1% |
| All | +687.9% | +378.5% | +309.4% | +471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling