+117.1%
NVO vs FSLY
+7.7%
+109.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.2% |
| 7D | -7.6% | +12.5% | -20.1% | -8.1% |
| 30D | -6.0% | -18.8% | +12.9% | -5.2% |
| 3M | -0.8% | +22.7% | -23.4% | -2.3% |
| 6M | +16.5% | -3.7% | +20.2% | +14.4% |
| YTD | -11.1% | +127.5% | -138.6% | -17.7% |
| 1Y | -16.7% | +193.5% | -210.3% | -24.4% |
| 3Y | -52.9% | -1.3% | -51.6% | -55.9% |
| 5Y | -3.0% | -47.3% | +44.4% | -9.2% |
| All | +117.1% | +7.7% | +109.4% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling