+147.7%
BKNG vs FSLY
+5.6%
+142.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -4.3% |
| 7D | -13.1% | +11.2% | -24.3% | -13.9% |
| 30D | -18.5% | -18.2% | -0.4% | -17.5% |
| 3M | +5.8% | +21.9% | -16.1% | +3.1% |
| 6M | -2.1% | +4.0% | -6.1% | -5.7% |
| YTD | -18.6% | +123.1% | -141.7% | -28.5% |
| 1Y | -21.7% | +196.9% | -218.5% | -33.9% |
| 3Y | +40.9% | -1.3% | +42.1% | +26.4% |
| 5Y | +91.0% | -50.2% | +141.2% | +66.2% |
| All | +147.7% | +5.6% | +142.1% | +69.9% |
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