+88.0%
UNH vs FSLY
0.0%
+88.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.4% | +0.8% |
| 7D | +1.1% | +3.5% | -2.3% | +1.0% |
| 30D | -1.5% | -6.4% | +4.9% | -1.5% |
| 3M | -0.8% | +10.9% | -11.7% | -1.4% |
| 6M | +41.8% | +6.7% | +35.1% | +39.9% |
| YTD | +23.1% | +111.1% | -88.0% | +18.1% |
| 1Y | +28.5% | +185.8% | -157.3% | +21.7% |
| 3Y | -11.8% | -6.6% | -5.2% | -14.7% |
| 5Y | +5.3% | -52.4% | +57.7% | +2.3% |
| All | +88.0% | 0.0% | +88.1% | +48.2% |
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