+25.0%
IQV vs FSLY
+161.0%
-135.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -5.5% | -22.2% | +16.7% | -5.2% |
| 30D | -0.9% | -19.1% | +18.3% | -0.7% |
| 3M | +15.6% | -15.7% | +31.3% | +15.6% |
| 6M | +63.9% | -23.5% | +87.4% | +63.9% |
| YTD | +17.0% | +106.6% | -89.6% | +18.7% |
| 1Y | +25.0% | +164.3% | -139.2% | +25.5% |
| All | +25.0% | +161.0% | -135.9% | +25.5% |
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