+332.6%
BX vs FSLY
-4.2%
+336.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -4.4% | -10.6% | +6.3% | -2.8% |
| 30D | +0.1% | -20.9% | +21.0% | +2.8% |
| 3M | +16.0% | +3.4% | +12.6% | +14.1% |
| 6M | +21.6% | +2.7% | +18.9% | +14.5% |
| YTD | -8.9% | +102.3% | -111.2% | -26.0% |
| 1Y | -16.6% | +182.1% | -198.7% | -37.5% |
| 3Y | +43.3% | -14.6% | +57.9% | +22.3% |
| 5Y | +25.7% | -55.9% | +81.6% | +4.3% |
| All | +332.6% | -4.2% | +336.8% | +157.2% |
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