+13.5%
CVS vs FSLY
-66.1%
+79.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +10.4% | +11.8% | -1.4% | +10.3% |
| 30D | +3.3% | -36.5% | +39.8% | +3.6% |
| 3M | -4.5% | -39.7% | +35.2% | -4.3% |
| 6M | -4.4% | -9.7% | +5.3% | -4.7% |
| YTD | +16.6% | +68.9% | -52.2% | +13.4% |
| 1Y | +15.3% | +44.5% | -29.1% | +12.5% |
| 3Y | +48.6% | +4.8% | +43.7% | +42.9% |
| All | +13.5% | -66.1% | +79.7% | +6.3% |
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