+987.9%
MRNA vs FSLY
+161.0%
+826.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.2% | +13.3% | +13.1% |
| 7D | +20.6% | -22.2% | +42.8% | +18.8% |
| 30D | +27.1% | -19.1% | +46.3% | +25.4% |
| 3M | +353.4% | -15.7% | +369.1% | +348.9% |
| 6M | +446.3% | -23.5% | +469.7% | +437.7% |
| YTD | +776.2% | +106.6% | +669.5% | +760.6% |
| 1Y | +987.9% | +164.3% | +823.7% | +919.5% |
| All | +987.9% | +161.0% | +826.9% | +919.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling