+17.7%
NXPI vs FSLY
-54.2%
+71.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.4% |
| 7D | +0.7% | +3.5% | -2.8% | +0.1% |
| 30D | -6.6% | -6.4% | -0.2% | -6.5% |
| 3M | -25.4% | +10.9% | -36.3% | -27.6% |
| 6M | +11.9% | +6.7% | +5.2% | +5.2% |
| YTD | +4.0% | +111.1% | -107.1% | -16.1% |
| 1Y | +1.0% | +185.8% | -184.7% | -25.0% |
| 3Y | +16.3% | -6.6% | +22.9% | -1.6% |
| 5Y | +17.7% | -52.4% | +70.1% | -2.3% |
| All | +17.7% | -54.2% | +71.9% | -2.3% |
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