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  • NFLX vs FDS✓SelectedUSD · FDSNFLX vs FDS performance historyLatest closeAs of-0.96%09/09
Stock and ETF performance explorer

NFLX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+687.9%
FDS return
+72.8%
Excess return
+615.0%
Maximum drawdown
-75.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-1.0%-3.4%+2.4%+0.3%
7D-8.1%-8.8%+0.7%-4.9%
30D-0.3%-1.4%+1.0%+0.1%
3M-6.6%+13.9%-20.5%-11.8%
6M-22.7%+27.4%-50.1%-31.0%
YTD-18.9%-2.5%-16.4%-20.1%
1Y-39.8%-23.8%-16.0%-34.8%
3Y+71.7%-32.5%+104.2%+92.3%
5Y+27.2%-23.2%+50.4%+33.3%
10Y+687.9%+76.4%+611.5%+459.2%
All+687.9%+72.8%+615.0%+459.2%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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