+65,302.9%
NFLX vs JPM
+1,793.8%
+63,509.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +5.5% | -0.2% | +5.6% | +5.5% |
| 3M | -4.1% | +15.9% | -19.9% | -8.7% |
| 6M | -20.7% | +20.9% | -41.6% | -25.7% |
| YTD | -16.5% | +12.9% | -29.4% | -20.3% |
| 1Y | -37.8% | +20.3% | -58.1% | -41.9% |
| 3Y | +77.9% | +160.9% | -83.0% | +28.3% |
| 5Y | +32.5% | +154.8% | -122.3% | -4.1% |
| 10Y | +703.6% | +591.1% | +112.5% | +302.9% |
| All | +65,302.9% | +1,793.8% | +63,509.1% | +12,786.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling