+20.1%
ENTG vs FSLY
-54.2%
+74.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.8% |
| 7D | +8.9% | +3.5% | +5.5% | +8.1% |
| 30D | -7.2% | -6.4% | -0.8% | -6.8% |
| 3M | +6.4% | +10.9% | -4.5% | +3.0% |
| 6M | +25.7% | +6.7% | +19.0% | +16.7% |
| YTD | +67.9% | +111.1% | -43.2% | +26.7% |
| 1Y | +72.4% | +185.8% | -113.4% | +16.6% |
| 3Y | +48.4% | -6.6% | +55.0% | +19.7% |
| 5Y | +20.1% | -52.4% | +72.5% | -10.9% |
| All | +20.1% | -54.2% | +74.3% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling