+65.7%
ENTG vs FSLY
+161.0%
-95.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | -10.3% | -22.2% | +11.9% | -8.4% |
| 30D | -14.4% | -19.1% | +4.8% | -12.9% |
| 3M | -1.1% | -15.7% | +14.6% | -0.1% |
| 6M | +3.0% | -23.5% | +26.5% | +3.3% |
| YTD | +70.1% | +106.6% | -36.5% | +77.6% |
| 1Y | +65.7% | +164.3% | -98.5% | +73.4% |
| All | +65.7% | +161.0% | -95.2% | +73.4% |
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