+27.2%
NFLX vs JPM
+154.0%
-126.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -0.3% | -1.4% | +1.1% | +0.3% |
| 3M | -6.6% | +13.9% | -20.6% | -12.3% |
| 6M | -22.7% | +23.5% | -46.2% | -30.3% |
| YTD | -18.9% | +11.6% | -30.6% | -23.6% |
| 1Y | -39.8% | +21.4% | -61.2% | -45.9% |
| 3Y | +71.7% | +163.4% | -91.7% | -3.8% |
| 5Y | +27.2% | +152.5% | -125.3% | -36.0% |
| All | +27.2% | +154.0% | -126.7% | -36.0% |
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