+53.7%
BP vs FSLY
-4.2%
+58.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | +3.9% | -10.6% | +14.6% | +4.4% |
| 30D | +7.6% | -20.9% | +28.5% | +8.4% |
| 3M | +0.7% | +3.4% | -2.7% | +0.1% |
| 6M | +15.5% | +2.7% | +12.7% | +13.4% |
| YTD | +30.8% | +102.3% | -71.4% | +23.1% |
| 1Y | +34.3% | +182.1% | -147.7% | +23.2% |
| 3Y | +35.1% | -14.6% | +49.6% | +28.2% |
| 5Y | +126.8% | -55.9% | +182.7% | +114.7% |
| All | +53.7% | -4.2% | +58.0% | +15.5% |
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