+84.8%
DHR vs FSLY
-4.2%
+89.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -3.9% | -10.6% | +6.7% | -3.1% |
| 30D | +4.0% | -20.9% | +24.9% | +5.3% |
| 3M | +11.5% | +3.4% | +8.1% | +10.4% |
| 6M | +1.9% | +2.7% | -0.9% | -1.3% |
| YTD | -8.9% | +102.3% | -111.2% | -18.1% |
| 1Y | +5.1% | +182.1% | -176.9% | -9.5% |
| 3Y | -10.3% | -14.6% | +4.3% | -17.7% |
| 5Y | -27.8% | -55.9% | +28.1% | -35.3% |
| All | +84.8% | -4.2% | +89.0% | +40.0% |
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