+560.9%
AVGO vs FSLY
-68.1%
+629.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.7% |
| 7D | 0.0% | -22.9% | +22.9% | +3.4% |
| 30D | -8.2% | -44.6% | +36.4% | -1.0% |
| 3M | -21.3% | -41.5% | +20.2% | -16.6% |
| 6M | -22.5% | -20.8% | -1.7% | -21.8% |
| YTD | -3.6% | +59.5% | -63.1% | -17.6% |
| 1Y | -6.7% | +36.1% | -42.8% | -18.2% |
| 3Y | +258.1% | -1.0% | +259.1% | +200.0% |
| 5Y | +560.9% | -66.9% | +627.8% | +476.4% |
| All | +560.9% | -68.1% | +629.0% | +476.4% |
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