+176.9%
EMR vs FSLY
-4.2%
+181.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | -1.5% | -10.6% | +9.1% | -0.8% |
| 30D | -5.6% | -20.9% | +15.3% | -4.4% |
| 3M | +7.9% | +3.4% | +4.5% | +7.2% |
| 6M | +6.0% | +2.7% | +3.3% | +3.7% |
| YTD | +16.4% | +102.3% | -85.8% | +7.0% |
| 1Y | +16.6% | +182.1% | -165.4% | +3.3% |
| 3Y | +62.9% | -14.6% | +77.4% | +51.5% |
| 5Y | +60.1% | -55.9% | +116.0% | +46.1% |
| All | +176.9% | -4.2% | +181.1% | +98.5% |
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