+28.5%
NFLX vs EXEL
+191.3%
-162.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | +3.5% | +6.7% | -3.1% | +2.6% |
| 3M | -7.1% | +11.5% | -18.6% | -8.5% |
| 6M | -22.5% | +38.8% | -61.3% | -26.1% |
| YTD | -18.1% | +31.6% | -49.7% | -21.5% |
| 1Y | -38.3% | +53.0% | -91.3% | -42.5% |
| 3Y | +73.4% | +160.8% | -87.5% | +39.5% |
| All | +28.5% | +191.3% | -162.8% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling