-9.0%
BDX vs FSLY
-0.4%
-8.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.9% |
| 7D | -3.6% | +11.2% | -14.7% | -3.7% |
| 30D | +0.7% | -18.2% | +18.8% | +0.8% |
| 3M | +19.0% | +21.9% | -2.9% | +18.5% |
| 6M | +10.8% | +4.0% | +6.8% | +9.4% |
| YTD | +20.1% | +123.1% | -102.9% | +15.3% |
| 1Y | +23.1% | +196.9% | -173.8% | +15.8% |
| All | -9.0% | -0.4% | -8.6% | -15.7% |
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