+77.8%
UNH vs FSLY
+7.7%
+70.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.4% |
| 7D | -4.5% | +12.5% | -17.0% | -4.9% |
| 30D | -6.5% | -18.8% | +12.3% | -6.1% |
| 3M | -6.0% | +22.7% | -28.7% | -6.7% |
| 6M | +33.7% | -3.7% | +37.4% | +32.4% |
| YTD | +16.4% | +127.5% | -111.1% | +11.4% |
| 1Y | +10.1% | +193.5% | -183.5% | +4.2% |
| 3Y | -16.3% | -1.3% | -15.0% | -19.2% |
| 5Y | +2.1% | -47.3% | +49.4% | -1.2% |
| All | +77.8% | +7.7% | +70.1% | +39.9% |
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