+7.3%
BSX vs FSLY
-67.3%
+74.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +3.7% | +4.9% | -1.1% | +3.5% |
| 30D | +3.1% | -33.5% | +36.6% | +4.5% |
| 3M | -14.2% | -44.6% | +30.4% | -12.7% |
| 6M | -16.4% | -9.2% | -7.2% | -17.1% |
| YTD | -53.5% | +63.3% | -116.8% | -56.5% |
| 1Y | -57.8% | +45.3% | -103.0% | -60.2% |
| 3Y | -17.4% | +3.7% | -21.2% | -23.8% |
| All | +7.3% | -67.3% | +74.5% | +6.6% |
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