+163.2%
IBM vs FSLY
-19.7%
+182.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.2% |
| 7D | -1.7% | -17.9% | +16.2% | -1.0% |
| 30D | +10.1% | -34.7% | +44.8% | +11.9% |
| 3M | +4.8% | -40.0% | +44.9% | +6.6% |
| 6M | +12.6% | -11.8% | +24.5% | +12.3% |
| YTD | -13.9% | +69.5% | -83.5% | -18.3% |
| 1Y | -18.7% | +44.0% | -62.7% | -22.2% |
| 3Y | +81.9% | +5.2% | +76.7% | +71.1% |
| 5Y | +148.3% | -65.6% | +213.9% | +137.5% |
| All | +163.2% | -19.7% | +182.9% | +106.5% |
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 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