+59.5%
SBUX vs FSLY
-20.0%
+79.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.0% | +11.8% | -10.7% | +0.1% |
| 30D | +16.6% | -36.5% | +53.1% | +20.1% |
| 3M | -0.6% | -39.7% | +39.2% | +2.1% |
| 6M | +1.8% | -9.7% | +11.5% | +0.3% |
| YTD | +29.7% | +68.9% | -39.2% | +15.1% |
| 1Y | +26.1% | +44.5% | -18.4% | +13.5% |
| 3Y | +10.3% | +4.8% | +5.4% | -3.6% |
| 5Y | +7.6% | -66.0% | +73.7% | -3.2% |
| All | +59.5% | -20.0% | +79.5% | +6.5% |
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