+33.0%
BLK vs FSLY
-47.3%
+80.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -3.3% | +12.5% | -15.8% | -4.4% |
| 30D | -6.5% | -18.8% | +12.3% | -5.0% |
| 3M | +6.7% | +22.7% | -15.9% | +3.9% |
| 6M | +14.7% | -3.7% | +18.4% | +11.0% |
| YTD | +2.5% | +127.5% | -125.0% | -12.0% |
| 1Y | -2.8% | +193.5% | -196.3% | -20.5% |
| 3Y | +65.9% | -1.3% | +67.2% | +47.7% |
| All | +33.0% | -47.3% | +80.4% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling