+139.9%
MRK vs FSLY
+7.7%
+132.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -4.3% | +12.5% | -16.7% | -4.4% |
| 30D | +8.3% | -18.8% | +27.1% | +8.6% |
| 3M | +20.0% | +22.7% | -2.6% | +19.4% |
| 6M | +25.7% | -3.7% | +29.4% | +25.0% |
| YTD | +38.7% | +127.5% | -88.8% | +34.9% |
| 1Y | +74.7% | +193.5% | -118.9% | +68.6% |
| 3Y | +45.4% | -1.3% | +46.7% | +41.8% |
| 5Y | +129.0% | -47.3% | +176.4% | +125.9% |
| All | +139.9% | +7.7% | +132.2% | +106.0% |
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