+22.2%
BBY vs FSLY
+210.9%
-188.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +3.1% |
| 7D | +0.6% | +12.5% | -11.9% | +0.7% |
| 30D | +9.4% | -18.8% | +28.2% | +9.3% |
| 3M | +19.3% | +22.7% | -3.3% | +19.8% |
| 6M | +47.9% | -3.7% | +51.6% | +48.9% |
| YTD | +39.6% | +127.5% | -87.9% | +45.4% |
| 1Y | +22.2% | +193.5% | -171.4% | +29.0% |
| All | +22.2% | +210.9% | -188.7% | +29.0% |
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 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