+21.6%
IQV vs FSLY
+1.6%
+20.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.6% |
| 7D | -2.2% | +12.5% | -14.7% | -3.1% |
| 30D | +8.3% | -18.8% | +27.1% | +9.7% |
| 3M | +44.6% | +22.7% | +21.9% | +41.3% |
| 6M | +52.6% | -3.7% | +56.3% | +48.6% |
| YTD | +16.1% | +127.5% | -111.4% | +2.6% |
| 1Y | +37.3% | +193.5% | -156.3% | +15.1% |
| 3Y | +21.6% | -1.3% | +22.9% | +5.3% |
| All | +21.6% | +1.6% | +20.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling