+499.5%
MRNA vs FSLY
+181.7%
+317.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.4% |
| 7D | +5.5% | -10.6% | +16.1% | +4.6% |
| 30D | +158.7% | -20.9% | +179.6% | +154.3% |
| 3M | +182.1% | +3.4% | +178.7% | +173.6% |
| 6M | +151.8% | +2.7% | +149.1% | +142.1% |
| YTD | +393.6% | +102.3% | +291.3% | +361.8% |
| 1Y | +499.5% | +182.1% | +317.4% | +412.6% |
| All | +499.5% | +181.7% | +317.8% | +412.6% |
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 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