-30.0%
BAX vs FSLY
-13.5%
-16.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -1.1% | -10.6% | +9.5% | -1.0% |
| 30D | -5.5% | -20.9% | +15.4% | -5.3% |
| 3M | +33.5% | +3.4% | +30.1% | +33.4% |
| 6M | +35.9% | +2.7% | +33.1% | +35.2% |
| YTD | +35.4% | +102.3% | -66.9% | +35.1% |
| 1Y | +9.8% | +182.1% | -172.3% | +4.8% |
| All | -30.0% | -13.5% | -16.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling