+269.4%
TEVA vs FSLY
+1.6%
+267.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +2.0% |
| 7D | +2.0% | +12.5% | -10.5% | +1.6% |
| 30D | +1.0% | -18.8% | +19.8% | +1.6% |
| 3M | +7.3% | +22.7% | -15.3% | +6.2% |
| 6M | +21.7% | -3.7% | +25.4% | +20.4% |
| YTD | +18.8% | +127.5% | -108.7% | +12.4% |
| 1Y | +86.5% | +193.5% | -107.1% | +71.9% |
| 3Y | +269.4% | -1.3% | +270.7% | +219.0% |
| All | +269.4% | +1.6% | +267.8% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling