+280.2%
BX vs FSLY
-20.0%
+300.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -1.1% | +11.8% | -12.8% | -2.6% |
| 30D | +8.8% | -36.5% | +45.4% | +14.7% |
| 3M | -18.3% | -39.7% | +21.5% | -14.3% |
| 6M | -1.5% | -9.7% | +8.1% | -3.7% |
| YTD | -19.9% | +68.9% | -88.8% | -34.7% |
| 1Y | -14.5% | +44.5% | -59.0% | -28.6% |
| 3Y | +32.3% | +4.8% | +27.5% | +6.2% |
| 5Y | -1.1% | -66.0% | +64.9% | -16.6% |
| All | +280.2% | -20.0% | +300.3% | +127.1% |
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 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