+28.5%
NFLX vs FSLY
-52.1%
+80.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.5% |
| 7D | -5.0% | +3.5% | -8.5% | -5.4% |
| 30D | +3.5% | -6.4% | +9.9% | +3.6% |
| 3M | -7.1% | +10.9% | -18.0% | -9.5% |
| 6M | -22.5% | +6.7% | -29.2% | -27.9% |
| YTD | -18.1% | +111.1% | -129.2% | -34.4% |
| 1Y | -38.3% | +185.8% | -224.1% | -54.7% |
| 3Y | +73.4% | -6.6% | +79.9% | +47.3% |
| All | +28.5% | -52.1% | +80.5% | +11.1% |
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