+33.9%
NXPI vs FSLY
-68.1%
+102.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | -0.5% | -22.9% | +22.5% | +2.9% |
| 30D | +15.0% | -44.6% | +59.5% | +24.0% |
| 3M | +12.6% | -41.5% | +54.0% | +19.0% |
| 6M | -10.6% | -20.8% | +10.3% | -10.6% |
| YTD | +22.1% | +59.5% | -37.4% | +1.0% |
| 1Y | +29.8% | +36.1% | -6.4% | +10.4% |
| 3Y | +47.8% | -1.0% | +48.7% | +19.5% |
| 5Y | +33.9% | -66.9% | +100.8% | +9.5% |
| All | +33.9% | -68.1% | +102.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling