+52,899.3%
NFLX vs IBM
+491.9%
+52,407.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +2.1% | -5.0% | +7.1% | +4.5% |
| 30D | -9.0% | +11.1% | -20.1% | -13.3% |
| 3M | -14.0% | +5.7% | -19.7% | -16.4% |
| 6M | -28.2% | +10.1% | -38.3% | -34.9% |
| YTD | -32.4% | -15.6% | -16.8% | -31.4% |
| 1Y | -42.2% | -19.5% | -22.7% | -40.2% |
| 3Y | +45.9% | +80.4% | -34.5% | -4.1% |
| 5Y | -1.8% | +140.0% | -141.8% | -46.4% |
| 10Y | +419.6% | +155.0% | +264.7% | +146.9% |
| All | +52,899.3% | +491.9% | +52,407.5% | +8,122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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