+73,849.8%
NFLX vs SNY
+241.5%
+73,608.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -8.1% | -3.6% | -4.4% | -6.9% |
| 30D | +1.6% | -1.9% | +3.6% | +2.3% |
| 3M | -7.3% | -2.0% | -5.4% | -6.8% |
| 6M | -21.6% | +2.5% | -24.1% | -22.5% |
| YTD | -18.9% | -7.0% | -12.0% | -17.3% |
| 1Y | -39.1% | -4.4% | -34.7% | -38.8% |
| 3Y | +71.7% | -8.4% | +80.1% | +69.0% |
| 5Y | +27.0% | +9.5% | +17.4% | +14.6% |
| 10Y | +687.7% | +64.3% | +623.4% | +496.6% |
| All | +73,849.8% | +241.5% | +73,608.2% | +38,205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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