+144.4%
AZN vs FSLY
+5.6%
+138.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -2.1% |
| 7D | -2.9% | +11.2% | -14.1% | -3.3% |
| 30D | -3.1% | -18.2% | +15.1% | -2.5% |
| 3M | -14.4% | +21.9% | -36.3% | -15.3% |
| 6M | -19.5% | +4.0% | -23.5% | -20.8% |
| YTD | -13.8% | +123.1% | -136.8% | -18.6% |
| 1Y | -2.4% | +196.9% | -199.2% | -9.5% |
| 3Y | +21.3% | -1.3% | +22.5% | +15.6% |
| 5Y | +53.6% | -50.2% | +103.9% | +45.7% |
| All | +144.4% | +5.6% | +138.8% | +94.0% |
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