-3.1%
BSX vs FSLY
-50.4%
+47.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.2% | +7.5% | -15.7% | -8.5% |
| 30D | -15.8% | -21.1% | +5.3% | -15.1% |
| 3M | -10.8% | +21.8% | -32.6% | -12.0% |
| 6M | -38.4% | -0.1% | -38.3% | -39.5% |
| YTD | -54.8% | +123.1% | -177.9% | -58.0% |
| 1Y | -59.0% | +208.6% | -267.6% | -63.0% |
| 3Y | -20.0% | -1.3% | -18.7% | -24.6% |
| 5Y | -3.1% | -48.4% | +45.3% | -9.8% |
| All | -3.1% | -50.4% | +47.4% | -9.8% |
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 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