-16.7%
IBM vs FSLY
+41.1%
-57.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.1% |
| 7D | +1.6% | +4.9% | -3.3% | +1.5% |
| 30D | +9.2% | -33.5% | +42.7% | +9.9% |
| 3M | +4.9% | -44.6% | +49.6% | +5.6% |
| 6M | +16.8% | -9.2% | +26.0% | +17.4% |
| YTD | -14.3% | +63.3% | -77.5% | -9.9% |
| 1Y | -16.7% | +45.3% | -62.0% | -11.5% |
| All | -16.7% | +41.1% | -57.8% | -11.5% |
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