+327.0%
ABBV vs FSLY
+5.6%
+321.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.7% |
| 7D | -4.1% | +11.2% | -15.3% | -4.4% |
| 30D | +1.2% | -18.2% | +19.3% | +1.6% |
| 3M | +12.1% | +21.9% | -9.8% | +11.2% |
| 6M | +12.0% | +4.0% | +8.0% | +10.6% |
| YTD | +12.4% | +123.1% | -110.7% | +7.5% |
| 1Y | +22.9% | +196.9% | -173.9% | +16.1% |
| 3Y | +86.8% | -1.3% | +88.0% | +78.9% |
| 5Y | +181.0% | -50.2% | +231.2% | +170.8% |
| All | +327.0% | +5.6% | +321.4% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling