+14.8%
BDX vs FSLY
+7.7%
+7.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -3.2% | +12.5% | -15.6% | -3.5% |
| 30D | -2.5% | -18.8% | +16.3% | -2.0% |
| 3M | +21.4% | +22.7% | -1.3% | +20.2% |
| 6M | +10.4% | -3.7% | +14.1% | +8.9% |
| YTD | +18.8% | +127.5% | -108.7% | +11.8% |
| 1Y | +21.7% | +193.5% | -171.9% | +12.5% |
| 3Y | -10.0% | -1.3% | -8.6% | -14.6% |
| 5Y | -1.8% | -47.3% | +45.5% | -7.0% |
| All | +14.8% | +7.7% | +7.1% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling