+147.3%
IBM vs FSLY
-4.2%
+151.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -0.3% | -10.6% | +10.3% | +0.2% |
| 30D | +0.3% | -20.9% | +21.2% | +1.1% |
| 3M | -21.6% | +3.4% | -25.0% | -22.0% |
| 6M | -4.7% | +2.7% | -7.4% | -6.3% |
| YTD | -19.1% | +102.3% | -121.3% | -23.4% |
| 1Y | -2.5% | +182.1% | -184.6% | -9.8% |
| 3Y | +74.2% | -14.6% | +88.7% | +65.9% |
| 5Y | +113.1% | -55.9% | +169.0% | +102.2% |
| All | +147.3% | -4.2% | +151.6% | +93.4% |
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