+80.2%
BMY vs FSLY
-22.7%
+102.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.8% |
| 7D | +2.1% | +4.9% | -2.8% | +2.0% |
| 30D | +7.0% | -33.5% | +40.5% | +7.7% |
| 3M | -0.9% | -44.6% | +43.8% | 0.0% |
| 6M | +14.9% | -9.2% | +24.2% | +14.3% |
| YTD | +22.8% | +63.3% | -40.4% | +18.2% |
| 1Y | +36.2% | +45.3% | -9.0% | +31.5% |
| 3Y | +45.7% | +3.7% | +41.9% | +39.3% |
| 5Y | +31.3% | -67.2% | +98.4% | +27.6% |
| All | +80.2% | -22.7% | +102.9% | +48.6% |
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