+38.4%
BP vs FSLY
+188.8%
-150.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +2.5% |
| 7D | +0.9% | +3.5% | -2.5% | +1.0% |
| 30D | +9.1% | -6.4% | +15.5% | +9.1% |
| 3M | +3.9% | +10.9% | -7.0% | +4.1% |
| 6M | +13.6% | +6.7% | +6.9% | +14.7% |
| YTD | +34.0% | +111.1% | -77.1% | +39.3% |
| All | +38.4% | +188.8% | -150.4% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling