+263.3%
HCA vs FSLY
+5.6%
+257.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.7% | +4.6% |
| 7D | +4.9% | +11.2% | -6.2% | +4.4% |
| 30D | +1.9% | -18.2% | +20.0% | +2.7% |
| 3M | +12.7% | +21.9% | -9.2% | +11.1% |
| 6M | -22.3% | +4.0% | -26.4% | -24.0% |
| YTD | -9.3% | +123.1% | -132.4% | -15.9% |
| 1Y | +2.7% | +196.9% | -194.1% | -7.0% |
| 3Y | +57.8% | -1.3% | +59.1% | +48.6% |
| 5Y | +70.3% | -50.2% | +120.6% | +57.9% |
| All | +263.3% | +5.6% | +257.7% | +165.8% |
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