+31.8%
CVS vs FSLY
-49.3%
+81.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.8% |
| 7D | -1.9% | +11.2% | -13.1% | -2.1% |
| 30D | -0.3% | -18.2% | +17.9% | 0.0% |
| 3M | -1.1% | +21.9% | -23.0% | -1.6% |
| 6M | +23.7% | +4.0% | +19.7% | +22.7% |
| YTD | +23.0% | +123.1% | -100.1% | +19.3% |
| 1Y | +37.2% | +196.9% | -159.7% | +31.7% |
| 3Y | +62.4% | -1.3% | +63.7% | +57.2% |
| 5Y | +31.8% | -50.2% | +82.0% | +28.1% |
| All | +31.8% | -49.3% | +81.2% | +28.1% |
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 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