-1.9%
NFLX vs JPM
+132.1%
-133.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.8% | -2.5% | -0.3% | -1.7% |
| 30D | -8.6% | +2.7% | -11.3% | -9.7% |
| 3M | -13.7% | -4.7% | -9.0% | -12.0% |
| 6M | -24.5% | +15.6% | -40.0% | -29.8% |
| YTD | -31.2% | +8.6% | -39.8% | -34.5% |
| 1Y | -43.2% | +10.9% | -54.1% | -46.7% |
| 3Y | +44.3% | +149.9% | -105.6% | -17.8% |
| 5Y | -1.9% | +131.9% | -133.8% | -51.0% |
| All | -1.9% | +132.1% | -133.9% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling