+162.6%
REGN vs FSLY
+5.6%
+157.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | +7.5% | -13.5% | -6.3% |
| 30D | -0.4% | -21.1% | +20.7% | +0.8% |
| 3M | +32.0% | +21.8% | +10.2% | +29.9% |
| 6M | +3.0% | -0.1% | +3.2% | +0.9% |
| YTD | +3.2% | +123.1% | -119.9% | -5.1% |
| 1Y | +43.4% | +208.6% | -165.1% | +28.3% |
| 3Y | -3.6% | -1.3% | -2.3% | -10.0% |
| 5Y | +23.1% | -48.4% | +71.5% | +15.5% |
| All | +162.6% | +5.6% | +157.0% | +103.7% |
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