+55.3%
SBUX vs FSLY
-4.2%
+59.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -3.1% | -10.6% | +7.5% | -2.3% |
| 30D | -0.9% | -20.9% | +20.0% | +0.6% |
| 3M | +11.6% | +3.4% | +8.2% | +10.4% |
| 6M | +8.8% | +2.7% | +6.0% | +5.1% |
| YTD | +26.3% | +102.3% | -75.9% | +11.9% |
| 1Y | +23.1% | +182.1% | -158.9% | +4.0% |
| 3Y | +15.0% | -14.6% | +29.5% | +4.4% |
| 5Y | +0.4% | -55.9% | +56.3% | -10.8% |
| All | +55.3% | -4.2% | +59.6% | +3.5% |
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