+58.4%
SYK vs FSLY
+5.6%
+52.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +7.5% | -19.9% | -12.7% |
| 30D | -22.4% | -21.1% | -1.4% | -21.6% |
| 3M | -12.3% | +21.8% | -34.1% | -13.8% |
| 6M | -24.3% | -0.1% | -24.2% | -26.2% |
| YTD | -22.8% | +123.1% | -145.8% | -29.9% |
| 1Y | -28.8% | +208.6% | -237.3% | -37.6% |
| 3Y | -4.0% | -1.3% | -2.7% | -11.4% |
| 5Y | +3.8% | -48.4% | +52.2% | -5.7% |
| All | +58.4% | +5.6% | +52.7% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling