-1.3%
FSLY vs BBIO
+154.4%
-155.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +12.5% | -3.2% | +15.7% | +13.4% |
| 30D | -18.8% | -13.6% | -5.2% | -16.1% |
| 3M | +22.7% | +7.2% | +15.4% | +19.7% |
| 6M | -3.7% | +1.5% | -5.2% | -4.8% |
| YTD | +127.5% | -5.3% | +132.8% | +127.5% |
| 1Y | +193.5% | +37.7% | +155.8% | +170.0% |
| 3Y | -1.3% | +153.9% | -155.2% | -30.8% |
| All | -1.3% | +154.4% | -155.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling