-8.5%
NFLX vs FSLY
-67.3%
+58.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.5% |
| 7D | -2.0% | +4.9% | -6.8% | -2.6% |
| 30D | -11.9% | -33.5% | +21.6% | -8.4% |
| 3M | -20.6% | -44.6% | +24.1% | -16.5% |
| 6M | -29.0% | -9.2% | -19.8% | -30.8% |
| YTD | -33.7% | +63.3% | -97.0% | -46.2% |
| 1Y | -46.2% | +45.3% | -91.4% | -55.4% |
| 3Y | +39.8% | +3.7% | +36.0% | +8.5% |
| All | -8.5% | -67.3% | +58.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling