+3.7%
NXPI vs FSLY
+196.5%
-192.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.5% |
| 7D | -2.3% | +11.2% | -13.4% | -2.7% |
| 30D | -4.3% | -18.2% | +13.8% | -3.6% |
| 3M | -24.7% | +21.9% | -46.6% | -25.5% |
| 6M | +9.7% | +4.0% | +5.7% | +9.4% |
| YTD | +3.8% | +123.1% | -119.3% | +4.3% |
| All | +3.7% | +196.5% | -192.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling