+25.1%
BDX vs FSLY
+2.5%
+22.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +2.9% | +4.9% | -2.0% | +2.9% |
| 30D | +15.4% | -33.5% | +48.9% | +15.5% |
| 3M | +20.5% | -44.6% | +65.2% | +20.7% |
| 6M | +53.2% | -9.2% | +62.4% | +52.6% |
| YTD | +45.7% | +63.3% | -17.6% | +40.4% |
| 1Y | +47.3% | +45.3% | +2.0% | +42.5% |
| 3Y | +25.1% | +3.7% | +21.3% | +16.2% |
| All | +25.1% | +2.5% | +22.5% | +16.2% |
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