+31.0%
EMR vs FSLY
+43.8%
-12.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.5% |
| 7D | -2.0% | -17.9% | +16.0% | -1.5% |
| 30D | +2.8% | -34.7% | +37.5% | +3.7% |
| 3M | +2.0% | -40.0% | +42.0% | +2.8% |
| 6M | +20.7% | -11.8% | +32.6% | +21.3% |
| YTD | +27.3% | +69.5% | -42.2% | +38.8% |
| 1Y | +31.0% | +44.0% | -13.0% | +45.5% |
| All | +31.0% | +43.8% | -12.8% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling