+32.0%
MRK vs FSLY
-13.8%
+45.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.4% |
| 7D | +0.7% | +4.9% | -4.2% | +1.0% |
| 30D | +0.3% | -33.5% | +33.8% | -1.8% |
| 3M | +9.7% | -44.6% | +54.3% | +6.3% |
| 6M | +32.0% | -9.2% | +41.2% | +37.8% |
| All | +32.0% | -13.8% | +45.8% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling