+102.9%
NOC vs FSLY
-22.7%
+125.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.3% |
| 7D | +4.8% | +4.9% | 0.0% | +4.8% |
| 30D | +11.0% | -33.5% | +44.6% | +11.5% |
| 3M | -3.8% | -44.6% | +40.8% | -3.3% |
| 6M | +0.6% | -9.2% | +9.9% | +0.3% |
| YTD | -2.3% | +63.3% | -65.6% | -4.2% |
| 1Y | +0.3% | +45.3% | -45.0% | -1.6% |
| 3Y | +24.6% | +3.7% | +20.9% | +21.7% |
| 5Y | +66.0% | -67.2% | +133.1% | +65.1% |
| All | +102.9% | -22.7% | +125.6% | +63.5% |
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