+241.0%
AMGN vs FSLY
-22.7%
+263.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | +1.1% | +4.9% | -3.7% | +1.0% |
| 30D | +9.3% | -33.5% | +42.8% | +10.3% |
| 3M | +12.1% | -44.6% | +56.7% | +13.4% |
| 6M | +40.3% | -9.2% | +49.5% | +39.5% |
| YTD | +45.2% | +63.3% | -18.1% | +39.6% |
| 1Y | +42.4% | +45.3% | -2.8% | +37.4% |
| 3Y | +91.0% | +3.7% | +87.3% | +82.7% |
| 5Y | +157.4% | -67.2% | +224.5% | +153.6% |
| All | +241.0% | -22.7% | +263.7% | +198.2% |
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 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