+109.1%
AMGN vs FSLY
-50.4%
+159.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -13.9% | +7.5% | -21.4% | -14.0% |
| 30D | -7.1% | -21.1% | +13.9% | -6.8% |
| 3M | +13.9% | +21.8% | -7.9% | +13.3% |
| 6M | +3.2% | -0.1% | +3.4% | +2.6% |
| YTD | +19.2% | +123.1% | -103.8% | +15.9% |
| 1Y | +41.1% | +208.6% | -167.4% | +35.8% |
| 3Y | +61.3% | -1.3% | +62.6% | +57.0% |
| 5Y | +109.1% | -48.4% | +157.4% | +107.3% |
| All | +109.1% | -50.4% | +159.5% | +107.3% |
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