+1,119.4%
NBIS vs FSLY
+194.0%
+925.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.4% | +6.8% |
| 7D | +22.2% | +3.5% | +18.8% | +21.3% |
| 30D | +29.7% | -6.4% | +36.1% | +30.7% |
| 3M | +11.9% | +10.9% | +1.0% | +8.7% |
| 6M | +173.0% | +6.7% | +166.3% | +147.9% |
| YTD | +191.4% | +111.1% | +80.3% | +107.2% |
| 1Y | +280.7% | +185.8% | +94.9% | +122.4% |
| All | +1,119.4% | +194.0% | +925.4% | +529.4% |
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