+681.4%
NFLX vs UMC
+1,863.6%
-1,182.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.4% |
| 7D | -1.1% | +9.0% | -10.1% | -2.8% |
| 30D | +4.3% | +17.2% | -12.9% | +0.8% |
| 3M | -4.8% | +11.4% | -16.2% | -9.2% |
| 6M | -18.4% | +137.5% | -155.9% | -36.5% |
| YTD | -17.4% | +193.1% | -210.6% | -40.2% |
| 1Y | -35.7% | +240.3% | -276.0% | -55.5% |
| 3Y | +73.8% | +262.2% | -188.4% | +15.8% |
| 5Y | +29.3% | +143.1% | -113.9% | -8.3% |
| All | +681.4% | +1,863.6% | -1,182.1% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling