+329.3%
ENTG vs FSLY
-19.7%
+349.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +6.3% | +5.0% | +10.1% |
| 7D | +7.9% | -17.9% | +25.9% | +11.9% |
| 30D | -3.6% | -34.7% | +31.1% | +4.3% |
| 3M | +2.7% | -40.0% | +42.8% | +11.3% |
| 6M | +3.6% | -11.8% | +15.4% | +3.5% |
| YTD | +83.6% | +69.5% | +14.1% | +47.1% |
| 1Y | +84.9% | +44.0% | +40.9% | +52.9% |
| 3Y | +63.2% | +5.2% | +58.0% | +29.2% |
| 5Y | +4.9% | -65.6% | +70.5% | -11.1% |
| All | +329.3% | -19.7% | +349.0% | +179.7% |
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