+18.8%
BX vs FSLY
-49.3%
+68.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.7% | -9.3% | -4.5% |
| 7D | -5.7% | +11.2% | -16.8% | -7.3% |
| 30D | -8.9% | -18.2% | +9.3% | -6.5% |
| 3M | +8.4% | +21.9% | -13.5% | +3.7% |
| 6M | +18.9% | +4.0% | +14.9% | +10.8% |
| YTD | -13.6% | +123.1% | -136.7% | -33.2% |
| 1Y | -22.4% | +196.9% | -219.3% | -45.3% |
| 3Y | +26.0% | -1.3% | +27.3% | +3.3% |
| 5Y | +18.8% | -50.2% | +69.0% | -8.5% |
| All | +18.8% | -49.3% | +68.1% | -8.5% |
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 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