+15.0%
SBUX vs FSLY
-5.7%
+20.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.7% | -2.6% |
| 7D | -3.9% | +3.5% | -7.4% | -4.1% |
| 30D | -2.8% | -6.4% | +3.6% | -2.7% |
| 3M | +8.2% | +10.9% | -2.7% | +7.3% |
| 6M | +4.3% | +6.7% | -2.5% | +2.2% |
| YTD | +23.3% | +111.1% | -87.8% | +15.3% |
| 1Y | +24.3% | +185.8% | -161.5% | +11.7% |
| All | +15.0% | -5.7% | +20.7% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling