-3.5%
FSLY vs BRKR
+30.1%
-33.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +12.5% | -8.7% | +21.1% | +16.8% |
| 30D | -18.8% | -9.9% | -9.0% | -15.3% |
| 3M | +22.7% | -3.1% | +25.8% | +19.4% |
| 6M | -3.7% | +45.5% | -49.2% | -26.0% |
| YTD | +127.5% | +13.7% | +113.8% | +91.6% |
| 1Y | +193.5% | +67.4% | +126.1% | +88.7% |
| 3Y | -1.3% | -13.2% | +11.9% | -8.4% |
| 5Y | -47.3% | -39.5% | -7.9% | -39.1% |
| All | -3.5% | +30.1% | -33.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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