+334.0%
ABBV vs FSLY
+5.6%
+328.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +7.5% | -9.5% | -2.2% |
| 30D | +2.0% | -21.1% | +23.1% | +2.5% |
| 3M | +14.2% | +21.8% | -7.6% | +13.2% |
| 6M | +14.1% | -0.1% | +14.2% | +12.8% |
| YTD | +14.2% | +123.1% | -108.8% | +9.2% |
| 1Y | +24.2% | +208.6% | -184.3% | +17.2% |
| 3Y | +89.8% | -1.3% | +91.1% | +81.8% |
| 5Y | +187.2% | -48.4% | +235.5% | +176.2% |
| All | +334.0% | +5.6% | +328.3% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FSLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling