+112.0%
IBM vs FSLY
-54.2%
+166.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.4% |
| 7D | +0.3% | +3.5% | -3.2% | +0.1% |
| 30D | -1.5% | -6.4% | +4.9% | -1.4% |
| 3M | -16.8% | +10.9% | -27.6% | -17.4% |
| 6M | -9.0% | +6.7% | -15.7% | -10.7% |
| YTD | -20.1% | +111.1% | -131.2% | -24.3% |
| 1Y | -7.0% | +185.8% | -192.8% | -14.1% |
| 3Y | +72.4% | -6.6% | +78.9% | +63.2% |
| 5Y | +112.0% | -52.4% | +164.4% | +95.0% |
| All | +112.0% | -54.2% | +166.2% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling