-39.3%
NFLX vs JPM
+17.0%
-56.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +4.5% |
| 7D | +7.1% | +3.8% | +3.3% | +6.9% |
| 30D | -1.6% | +6.5% | -8.1% | -1.8% |
| 3M | -9.8% | -1.0% | -8.7% | -9.9% |
| 6M | -27.1% | +15.5% | -42.6% | -27.2% |
| YTD | -29.2% | +11.4% | -40.6% | -29.8% |
| 1Y | -39.3% | +16.1% | -55.3% | -39.5% |
| All | -39.3% | +17.0% | -56.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling