+127.6%
NVO vs FSLY
0.0%
+127.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.1% |
| 30D | -3.2% | -6.4% | +3.2% | -3.2% |
| 3M | +11.5% | +10.9% | +0.6% | +10.3% |
| 6M | +22.9% | +6.7% | +16.2% | +19.9% |
| YTD | -6.8% | +111.1% | -117.9% | -13.4% |
| 1Y | -12.6% | +185.8% | -198.4% | -20.7% |
| 3Y | -49.6% | -6.6% | -43.0% | -52.6% |
| 5Y | +0.6% | -52.4% | +53.0% | -5.5% |
| All | +127.6% | 0.0% | +127.7% | +89.0% |
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