+37.3%
IQV vs FSLY
+210.9%
-173.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.7% |
| 7D | -2.2% | +12.5% | -14.7% | -2.4% |
| 30D | +8.3% | -18.8% | +27.1% | +8.5% |
| 3M | +44.6% | +22.7% | +21.9% | +44.1% |
| 6M | +52.6% | -3.7% | +56.3% | +52.5% |
| YTD | +16.1% | +127.5% | -111.4% | +17.2% |
| 1Y | +37.3% | +193.5% | -156.3% | +36.9% |
| All | +37.3% | +210.9% | -173.6% | +36.9% |
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