+405.2%
ABBV vs FSLY
-22.7%
+427.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +1.3% | +4.9% | -3.6% | +1.1% |
| 30D | +4.7% | -33.5% | +38.2% | +5.6% |
| 3M | +18.3% | -44.6% | +63.0% | +19.6% |
| 6M | +43.4% | -9.2% | +52.6% | +42.6% |
| YTD | +33.0% | +63.3% | -30.3% | +27.7% |
| 1Y | +30.8% | +45.3% | -14.5% | +26.0% |
| 3Y | +135.1% | +3.7% | +131.4% | +123.9% |
| 5Y | +201.2% | -67.2% | +268.4% | +193.5% |
| All | +405.2% | -22.7% | +427.9% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling