+1,494.6%
UMC vs FSLY
0.0%
+1,494.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +4.6% |
| 7D | +6.6% | +3.5% | +3.1% | +6.2% |
| 30D | +16.6% | -6.4% | +23.0% | +16.7% |
| 3M | +11.0% | +10.9% | +0.1% | +8.8% |
| 6M | +131.3% | +6.7% | +124.6% | +121.2% |
| YTD | +182.5% | +111.1% | +71.4% | +144.8% |
| 1Y | +222.3% | +185.8% | +36.5% | +165.1% |
| 3Y | +253.0% | -6.6% | +259.6% | +215.2% |
| 5Y | +141.8% | -52.4% | +194.2% | +110.7% |
| All | +1,494.6% | 0.0% | +1,494.7% | +1,132.0% |
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 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