+18.8%
BSX vs FSLY
-22.7%
+41.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +3.7% | +4.9% | -1.1% | +3.5% |
| 30D | +3.1% | -33.5% | +36.6% | +4.8% |
| 3M | -14.2% | -44.6% | +30.4% | -12.3% |
| 6M | -16.4% | -9.2% | -7.2% | -17.2% |
| YTD | -53.5% | +63.3% | -116.8% | -56.9% |
| 1Y | -57.8% | +45.3% | -103.0% | -60.6% |
| 3Y | -17.4% | +3.7% | -21.2% | -24.4% |
| 5Y | +5.4% | -67.2% | +72.6% | -0.3% |
| All | +18.8% | -22.7% | +41.5% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling