+336.5%
ABBV vs FSLY
-4.2%
+340.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | +0.4% | -10.6% | +11.0% | +0.7% |
| 30D | +4.2% | -20.9% | +25.1% | +4.6% |
| 3M | +14.8% | +3.4% | +11.4% | +14.4% |
| 6M | +10.3% | +2.7% | +7.5% | +8.9% |
| YTD | +14.9% | +102.3% | -87.4% | +10.1% |
| 1Y | +24.1% | +182.1% | -157.9% | +17.4% |
| 3Y | +91.9% | -14.6% | +106.5% | +84.6% |
| 5Y | +176.0% | -55.9% | +231.9% | +167.0% |
| All | +336.5% | -4.2% | +340.7% | +245.9% |
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