+3.4%
BAX vs FSLY
+187.7%
-184.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.1% | -3.5% |
| 7D | -2.4% | +3.5% | -5.9% | -2.2% |
| 30D | -9.7% | -6.4% | -3.3% | -9.8% |
| 3M | +29.3% | +10.9% | +18.4% | +31.0% |
| 6M | +40.7% | +6.7% | +34.0% | +46.7% |
| YTD | +30.3% | +111.1% | -80.8% | +57.8% |
| 1Y | +3.4% | +185.8% | -182.4% | +22.2% |
| All | +3.4% | +187.7% | -184.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling