+130.9%
CVS vs FSLY
-4.2%
+135.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | +4.0% | -10.6% | +14.6% | +4.2% |
| 30D | -2.4% | -20.9% | +18.5% | -2.0% |
| 3M | +2.7% | +3.4% | -0.8% | +2.3% |
| 6M | +21.9% | +2.7% | +19.1% | +20.4% |
| YTD | +24.7% | +102.3% | -77.5% | +19.7% |
| 1Y | +35.4% | +182.1% | -146.6% | +28.0% |
| 3Y | +65.2% | -14.6% | +79.7% | +59.5% |
| 5Y | +30.5% | -55.9% | +86.5% | +26.1% |
| All | +130.9% | -4.2% | +135.1% | +79.3% |
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 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