+41.3%
SBUX vs FSLY
+161.0%
-119.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +6.3% | -22.2% | +28.5% | +6.0% |
| 30D | +16.2% | -19.1% | +35.3% | +16.0% |
| 3M | +5.1% | -15.7% | +20.8% | +5.1% |
| 6M | +5.7% | -23.5% | +29.2% | +6.0% |
| YTD | +32.6% | +106.6% | -74.0% | +38.5% |
| 1Y | +41.3% | +164.3% | -122.9% | +47.6% |
| All | +41.3% | +161.0% | -119.6% | +47.6% |
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