+115.9%
CVS vs FSLY
-20.0%
+135.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +10.4% | +11.8% | -1.4% | +10.1% |
| 30D | +3.3% | -36.5% | +39.8% | +4.1% |
| 3M | -4.5% | -39.7% | +35.2% | -3.8% |
| 6M | -4.4% | -9.7% | +5.3% | -4.9% |
| YTD | +16.6% | +68.9% | -52.2% | +11.9% |
| 1Y | +15.3% | +44.5% | -29.1% | +11.1% |
| 3Y | +48.6% | +4.8% | +43.7% | +41.5% |
| 5Y | +12.9% | -66.0% | +78.9% | +9.6% |
| All | +115.9% | -20.0% | +135.9% | +67.5% |
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 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