-51.9%
NVO vs FSLY
-0.4%
-51.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | +7.5% | -14.9% | -7.6% |
| 30D | -5.5% | -21.1% | +15.6% | -4.9% |
| 3M | +4.1% | +21.8% | -17.7% | +2.9% |
| 6M | +19.3% | -0.1% | +19.5% | +17.2% |
| YTD | -9.2% | +123.1% | -132.3% | -15.3% |
| 1Y | -15.0% | +208.6% | -223.6% | -22.7% |
| All | -51.9% | -0.4% | -51.5% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling