-62.5%
BAX vs FSLY
-69.6%
+7.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +9.0% | -22.4% | +31.5% | +9.7% |
| 30D | +8.5% | -45.5% | +53.9% | +10.0% |
| 3M | -4.1% | -30.4% | +26.3% | -3.6% |
| 6M | +46.9% | -22.1% | +69.0% | +47.0% |
| YTD | +38.4% | +57.0% | -18.6% | +33.8% |
| 1Y | +47.0% | +38.2% | +8.8% | +43.3% |
| 3Y | -14.9% | -2.5% | -12.4% | -19.2% |
| 5Y | -62.5% | -68.8% | +6.3% | -64.4% |
| All | -62.5% | -69.6% | +7.1% | -64.4% |
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