+52,899.3%
NFLX vs STZ
+1,115.4%
+51,783.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.8% |
| 7D | +2.1% | +4.9% | -2.8% | +0.8% |
| 30D | -9.0% | +20.9% | -29.9% | -13.6% |
| 3M | -14.0% | +8.0% | -21.9% | -15.8% |
| 6M | -28.2% | -5.3% | -22.9% | -27.3% |
| YTD | -32.4% | +5.9% | -38.3% | -34.0% |
| 1Y | -42.2% | +14.2% | -56.4% | -44.9% |
| 3Y | +45.9% | -37.0% | +82.8% | +60.2% |
| 5Y | -1.8% | -29.7% | +27.9% | +4.0% |
| 10Y | +419.6% | +5.2% | +414.5% | +371.8% |
| All | +52,899.3% | +1,115.4% | +51,783.9% | +22,847.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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