+89.9%
NOC vs FSLY
-4.2%
+94.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.5% |
| 7D | -5.2% | -10.6% | +5.5% | -5.0% |
| 30D | -7.2% | -20.9% | +13.7% | -7.0% |
| 3M | -5.1% | +3.4% | -8.5% | -5.3% |
| 6M | -31.1% | +2.7% | -33.8% | -31.5% |
| YTD | -8.6% | +102.3% | -110.8% | -10.4% |
| 1Y | -9.7% | +182.1% | -191.8% | -12.1% |
| 3Y | +24.3% | -14.6% | +38.8% | +22.1% |
| 5Y | +52.6% | -55.9% | +108.5% | +51.2% |
| All | +89.9% | -4.2% | +94.1% | +52.9% |
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