+1,229.5%
LLY vs FSLY
-25.7%
+1,255.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.3% |
| 7D | +0.1% | -22.4% | +22.5% | +0.6% |
| 30D | +19.7% | -45.5% | +65.2% | +21.3% |
| 3M | +19.3% | -30.4% | +49.7% | +19.7% |
| 6M | +49.3% | -22.1% | +71.4% | +49.1% |
| YTD | +32.0% | +57.0% | -25.0% | +27.1% |
| 1Y | +53.7% | +38.2% | +15.5% | +48.5% |
| 3Y | +143.7% | -2.5% | +146.3% | +134.3% |
| 5Y | +463.9% | -68.8% | +532.7% | +452.1% |
| All | +1,229.5% | -25.7% | +1,255.2% | +1,046.9% |
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 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