+167.9%
NXPI vs FSLY
+5.6%
+162.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | +7.5% | -6.9% | -0.5% |
| 30D | -4.2% | -21.1% | +16.9% | -1.3% |
| 3M | -20.4% | +21.8% | -42.2% | -23.8% |
| 6M | +12.5% | -0.1% | +12.6% | +7.1% |
| YTD | +5.2% | +123.1% | -117.9% | -15.2% |
| 1Y | +5.1% | +208.6% | -203.4% | -21.5% |
| 3Y | +17.7% | -1.3% | +18.9% | -1.3% |
| 5Y | +16.8% | -48.4% | +65.2% | -2.5% |
| All | +167.9% | +5.6% | +162.3% | +68.0% |
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 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