+45.2%
NFLX vs EXEL
+238.6%
-193.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -2.8% | -2.8% | 0.0% | -2.7% |
| 30D | -8.6% | +18.2% | -26.8% | -9.1% |
| 3M | -13.7% | +37.7% | -51.4% | -14.6% |
| 6M | -24.5% | +42.2% | -66.7% | -25.2% |
| YTD | -31.2% | +61.3% | -92.5% | -32.0% |
| 1Y | -43.2% | +64.5% | -107.7% | -43.9% |
| All | +45.2% | +238.6% | -193.4% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling