+56.4%
BP vs FSLY
-24.5%
+80.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -6.3% | -22.9% | +16.6% | -5.5% |
| 30D | -3.6% | -44.6% | +41.0% | -1.6% |
| 3M | +5.2% | -41.5% | +46.7% | +6.8% |
| 6M | +5.3% | -20.8% | +26.1% | +5.2% |
| YTD | +33.1% | +59.5% | -26.4% | +25.8% |
| 1Y | +26.3% | +36.1% | -9.8% | +20.3% |
| 3Y | +47.5% | -1.0% | +48.5% | +37.8% |
| 5Y | +106.2% | -66.9% | +173.1% | +96.9% |
| All | +56.4% | -24.5% | +80.9% | +18.0% |
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