+14.9%
BDX vs FSLY
0.0%
+14.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.4% | -3.2% |
| 7D | -4.3% | +3.5% | -7.8% | -4.4% |
| 30D | +1.3% | -6.4% | +7.7% | +1.3% |
| 3M | +20.2% | +10.9% | +9.4% | +19.4% |
| 6M | +8.6% | +6.7% | +1.9% | +6.5% |
| YTD | +19.0% | +111.1% | -92.1% | +12.2% |
| 1Y | +21.2% | +185.8% | -164.6% | +12.0% |
| 3Y | -9.7% | -6.6% | -3.1% | -14.3% |
| 5Y | -3.4% | -52.4% | +49.0% | -8.1% |
| All | +14.9% | 0.0% | +14.9% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling