+487.6%
MRNA vs FSLY
+5.6%
+481.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.0% | -4.0% |
| 7D | -10.1% | +11.2% | -21.2% | -11.3% |
| 30D | +126.7% | -18.2% | +144.9% | +130.0% |
| 3M | +184.1% | +21.9% | +162.2% | +169.1% |
| 6M | +143.3% | +4.0% | +139.3% | +125.5% |
| YTD | +359.9% | +123.1% | +236.8% | +259.2% |
| 1Y | +454.2% | +196.9% | +257.3% | +303.9% |
| 3Y | +26.0% | -1.3% | +27.2% | +2.8% |
| 5Y | -70.3% | -50.2% | -20.0% | -75.9% |
| All | +487.6% | +5.6% | +481.9% | +315.9% |
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