+286.0%
ENTG vs FSLY
-4.2%
+290.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.6% |
| 7D | +2.8% | -10.6% | +13.5% | +5.0% |
| 30D | -4.7% | -20.9% | +16.2% | -1.3% |
| 3M | -0.7% | +3.4% | -4.1% | -2.2% |
| 6M | +7.7% | +2.7% | +5.0% | +1.7% |
| YTD | +65.1% | +102.3% | -37.2% | +29.7% |
| 1Y | +74.8% | +182.1% | -107.3% | +25.0% |
| 3Y | +36.9% | -14.6% | +51.5% | +14.6% |
| 5Y | +16.1% | -55.9% | +72.0% | -4.9% |
| All | +286.0% | -4.2% | +290.2% | +146.6% |
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