+73.8%
GSK vs FSLY
-4.2%
+78.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -1.8% | -10.6% | +8.8% | -1.6% |
| 30D | -2.2% | -20.9% | +18.7% | -1.9% |
| 3M | -1.8% | +3.4% | -5.2% | -2.1% |
| 6M | -10.6% | +2.7% | -13.4% | -11.5% |
| YTD | +4.4% | +102.3% | -97.8% | +1.0% |
| 1Y | +30.4% | +182.1% | -151.6% | +24.4% |
| 3Y | +60.1% | -14.6% | +74.6% | +56.0% |
| 5Y | +46.8% | -55.9% | +102.7% | +43.3% |
| All | +73.8% | -4.2% | +78.0% | +44.3% |
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