+120.8%
NFLX vs FSLY
-4.2%
+125.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -5.0% |
| 7D | -4.2% | -10.6% | +6.4% | -2.9% |
| 30D | +5.5% | -20.9% | +26.4% | +7.8% |
| 3M | -4.1% | +3.4% | -7.5% | -5.7% |
| 6M | -20.7% | +2.7% | -23.4% | -25.4% |
| YTD | -16.5% | +102.3% | -118.8% | -31.5% |
| 1Y | -37.8% | +182.1% | -219.8% | -52.7% |
| 3Y | +77.9% | -14.6% | +92.5% | +52.6% |
| 5Y | +32.5% | -55.9% | +88.4% | +11.9% |
| All | +120.8% | -4.2% | +125.0% | +49.1% |
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 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