+24.2%
ABBV vs FSLY
+196.5%
-172.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +7.5% | -9.5% | -2.1% |
| 30D | +2.0% | -21.1% | +23.1% | +2.2% |
| 3M | +14.2% | +21.8% | -7.6% | +13.6% |
| 6M | +14.1% | -0.1% | +14.2% | +13.0% |
| YTD | +14.2% | +123.1% | -108.8% | +7.9% |
| 1Y | +24.2% | +208.6% | -184.3% | +16.0% |
| All | +24.2% | +196.5% | -172.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling