+150.5%
MRK vs FSLY
-4.2%
+154.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | +1.3% | -10.6% | +12.0% | +1.5% |
| 30D | +17.1% | -20.9% | +38.0% | +17.4% |
| 3M | +25.9% | +3.4% | +22.5% | +25.5% |
| 6M | +26.8% | +2.7% | +24.1% | +25.9% |
| YTD | +44.9% | +102.3% | -57.3% | +41.2% |
| 1Y | +84.8% | +182.1% | -97.2% | +78.5% |
| 3Y | +50.1% | -14.6% | +64.7% | +46.8% |
| 5Y | +127.4% | -55.9% | +183.3% | +125.2% |
| All | +150.5% | -4.2% | +154.8% | +115.6% |
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