+61.5%
SYK vs FSLY
+5.6%
+55.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.7% |
| 7D | -11.8% | +11.2% | -22.9% | -12.3% |
| 30D | -20.4% | -18.2% | -2.2% | -19.6% |
| 3M | -12.1% | +21.9% | -34.0% | -13.6% |
| 6M | -24.3% | +4.0% | -28.4% | -26.4% |
| YTD | -21.2% | +123.1% | -144.3% | -28.5% |
| 1Y | -29.2% | +196.9% | -226.0% | -37.7% |
| 3Y | -2.1% | -1.3% | -0.8% | -9.7% |
| 5Y | +4.7% | -50.2% | +55.0% | -4.7% |
| All | +61.5% | +5.6% | +55.9% | +16.7% |
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 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