+191.8%
BLK vs FSLY
+5.6%
+186.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.7% |
| 7D | -2.7% | +11.2% | -13.8% | -3.7% |
| 30D | -4.8% | -18.2% | +13.4% | -3.3% |
| 3M | +6.5% | +21.9% | -15.4% | +3.6% |
| 6M | +13.1% | +4.0% | +9.1% | +8.7% |
| YTD | +1.8% | +123.1% | -121.3% | -11.9% |
| 1Y | -1.0% | +196.9% | -197.8% | -18.2% |
| 3Y | +66.0% | -1.3% | +67.2% | +47.1% |
| 5Y | +31.2% | -50.2% | +81.5% | +14.4% |
| All | +191.8% | +5.6% | +186.2% | +89.1% |
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