+13.1%
BLK vs FSLY
+15.6%
-2.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.2% |
| 7D | -2.7% | +11.2% | -13.8% | -2.8% |
| 30D | -4.8% | -18.2% | +13.4% | -4.6% |
| 3M | +6.5% | +21.9% | -15.4% | +6.3% |
| 6M | +13.1% | +4.0% | +9.1% | +10.3% |
| All | +13.1% | +15.6% | -2.4% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling