Stock vs. Benchmark Comparison
Data updated: 2025-09-24 07:57 UTC
奈飞 (NFLX)
标普500 (SPY)
📈 Cumulative Return
73.81%
vs Benchmark 18.13%
📊 Volatility (Ann.)
33.0%
Benchmark 19.4%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
63.38%
Beta
0.89
Ann. Alpha
55.87%
Information Ratio
2.24
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 42.18%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 55.87%.
- A Beta value (0.89) close to 1 indicates the stock's volatility is similar to the market.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (2.24) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
NFLX
SPY
Excess/Diff.
Total Return
73.81%
18.13%
55.68%
Annualized Return
83.81%
20.43%
63.38%
Risk Metrics
Metric
NFLX
SPY
Ratio/Diff.
Annualized Volatility
33.03%
19.44%
1.70x
Max Drawdown
19.15%
18.76%
1.02x
Sharpe Ratio
2.45
0.90
1.55
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.89
Similar to market
Medium Volatility
Annualized Alpha
55.87%
Positive Alpha
Good
Information Ratio
2.24
High IR
Excellent
Correlation Coeff.
0.52
Moderately Correlated
Clear Link
R-Squared
27.33%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
124.89%
Outperforms in up markets
Down Capture Ratio
79.49%
Falls less than market