+2.9%
PFE vs FSLY
-4.2%
+7.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | +1.8% | -10.6% | +12.4% | +2.0% |
| 30D | +10.2% | -20.9% | +31.1% | +10.7% |
| 3M | +12.7% | +3.4% | +9.3% | +12.3% |
| 6M | +10.5% | +2.7% | +7.8% | +9.4% |
| YTD | +20.2% | +102.3% | -82.1% | +16.1% |
| 1Y | +24.1% | +182.1% | -158.0% | +18.4% |
| 3Y | -3.6% | -14.6% | +11.0% | -6.8% |
| 5Y | -20.9% | -55.9% | +35.0% | -24.5% |
| All | +2.9% | -4.2% | +7.2% | -14.4% |
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