+169.5%
NXPI vs FSLY
-4.2%
+173.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +1.9% | -10.6% | +12.5% | +3.5% |
| 30D | -1.4% | -20.9% | +19.5% | +1.0% |
| 3M | -29.1% | +3.4% | -32.5% | -30.3% |
| 6M | +6.2% | +2.7% | +3.5% | +0.6% |
| YTD | +5.9% | +102.3% | -96.4% | -13.4% |
| 1Y | +2.9% | +182.1% | -179.2% | -22.1% |
| 3Y | +14.5% | -14.6% | +29.1% | -1.7% |
| 5Y | +17.1% | -55.9% | +73.0% | -0.1% |
| All | +169.5% | -4.2% | +173.8% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling