+95.8%
IQV vs FSLY
+7.7%
+88.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.5% |
| 7D | -2.2% | +12.5% | -14.7% | -3.5% |
| 30D | +8.3% | -18.8% | +27.1% | +10.2% |
| 3M | +44.6% | +22.7% | +21.9% | +40.1% |
| 6M | +52.6% | -3.7% | +56.3% | +47.4% |
| YTD | +16.1% | +127.5% | -111.4% | -1.2% |
| 1Y | +37.3% | +193.5% | -156.3% | +11.5% |
| 3Y | +21.6% | -1.3% | +22.9% | +6.8% |
| 5Y | +0.5% | -47.3% | +47.8% | -14.1% |
| All | +95.8% | +7.7% | +88.1% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling