+152.7%
IBM vs FSLY
+5.6%
+147.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +3.1% |
| 7D | +3.6% | +11.2% | -7.6% | +3.1% |
| 30D | +1.5% | -18.2% | +19.7% | +2.3% |
| 3M | -12.9% | +21.9% | -34.8% | -14.0% |
| 6M | -3.9% | +4.0% | -7.9% | -5.5% |
| YTD | -17.3% | +123.1% | -140.4% | -22.1% |
| 1Y | -5.0% | +196.9% | -201.9% | -12.3% |
| 3Y | +78.2% | -1.3% | +79.5% | +68.7% |
| 5Y | +120.6% | -50.2% | +170.8% | +108.2% |
| All | +152.7% | +5.6% | +147.0% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling