+102.9%
BP vs FSLY
-69.6%
+172.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -6.9% | -22.4% | +15.6% | -6.3% |
| 30D | -3.6% | -45.5% | +41.9% | -2.1% |
| 3M | +8.4% | -30.4% | +38.8% | +9.0% |
| 6M | +5.3% | -22.1% | +27.4% | +5.3% |
| YTD | +33.2% | +57.0% | -23.8% | +27.3% |
| 1Y | +28.2% | +38.2% | -10.1% | +23.3% |
| 3Y | +49.2% | -2.5% | +51.7% | +40.3% |
| 5Y | +102.9% | -68.8% | +171.7% | +91.9% |
| All | +102.9% | -69.6% | +172.5% | +91.9% |
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