+16.3%
NXPI vs FSLY
-7.5%
+23.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.2% |
| 7D | +0.7% | +3.5% | -2.8% | +0.3% |
| 30D | -6.6% | -6.4% | -0.2% | -6.5% |
| 3M | -25.4% | +10.9% | -36.3% | -26.9% |
| 6M | +11.9% | +6.7% | +5.2% | +7.6% |
| YTD | +4.0% | +111.1% | -107.1% | -9.2% |
| 1Y | +1.0% | +185.8% | -184.7% | -17.7% |
| 3Y | +16.3% | -6.6% | +22.9% | +1.2% |
| All | +16.3% | -7.5% | +23.8% | +1.2% |
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