-13.3%
IBM vs FSLY
+161.0%
-174.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.4% | -22.2% | +22.6% | +0.9% |
| 30D | +14.8% | -19.1% | +33.9% | +15.2% |
| 3M | +8.9% | -15.7% | +24.6% | +9.1% |
| 6M | +12.4% | -23.5% | +35.9% | +12.2% |
| YTD | -12.4% | +106.6% | -119.0% | -9.9% |
| 1Y | -13.3% | +164.3% | -177.5% | -13.0% |
| All | -13.3% | +161.0% | -174.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling