+24.3%
BMY vs FSLY
-49.3%
+73.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.5% |
| 7D | -4.8% | +11.2% | -16.0% | -5.0% |
| 30D | -0.7% | -18.2% | +17.5% | -0.4% |
| 3M | +15.3% | +21.9% | -6.6% | +14.6% |
| 6M | +8.5% | +4.0% | +4.5% | +7.5% |
| YTD | +23.4% | +123.1% | -99.6% | +19.0% |
| 1Y | +42.9% | +196.9% | -153.9% | +36.1% |
| 3Y | +22.0% | -1.3% | +23.2% | +17.5% |
| 5Y | +24.3% | -50.2% | +74.5% | +19.7% |
| All | +24.3% | -49.3% | +73.7% | +19.7% |
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