+201.2%
ABBV vs FSLY
-66.0%
+267.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | +0.3% |
| 7D | +0.1% | -17.9% | +18.0% | +0.3% |
| 30D | +5.6% | -34.7% | +40.3% | +6.1% |
| 3M | +18.7% | -40.0% | +58.7% | +19.2% |
| 6M | +47.4% | -11.8% | +59.3% | +47.0% |
| YTD | +33.0% | +69.5% | -36.6% | +29.1% |
| 1Y | +34.9% | +44.0% | -9.0% | +31.4% |
| 3Y | +135.2% | +5.2% | +129.9% | +125.7% |
| All | +201.2% | -66.0% | +267.2% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling