+49.0%
REGN vs FSLY
+161.0%
-112.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +14.4% | -22.2% | +36.6% | +14.6% |
| 30D | +28.1% | -19.1% | +47.2% | +28.1% |
| 3M | +22.5% | -15.7% | +38.2% | +22.2% |
| 6M | +31.6% | -23.5% | +55.1% | +31.1% |
| YTD | +21.0% | +106.6% | -85.6% | +18.5% |
| 1Y | +49.0% | +164.3% | -115.3% | +46.6% |
| All | +49.0% | +161.0% | -112.0% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling