+104.5%
TEVA vs FSLY
+161.0%
-56.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +4.7% | -22.2% | +26.9% | +4.9% |
| 30D | +5.5% | -19.1% | +24.6% | +5.7% |
| 3M | +21.6% | -15.7% | +37.2% | +21.6% |
| 6M | +18.4% | -23.5% | +41.9% | +18.7% |
| YTD | +34.1% | +106.6% | -72.5% | +37.6% |
| 1Y | +104.5% | +164.3% | -59.7% | +112.5% |
| All | +104.5% | +161.0% | -56.4% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling