+85.1%
VEEV vs FSLY
+7.7%
+77.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | -4.6% | +12.5% | -17.1% | -6.3% |
| 30D | +8.6% | -18.8% | +27.5% | +11.5% |
| 3M | +62.4% | +22.7% | +39.8% | +55.6% |
| 6M | +40.3% | -3.7% | +44.0% | +33.8% |
| YTD | +17.5% | +127.5% | -110.0% | -6.2% |
| 1Y | -6.1% | +193.5% | -199.6% | -29.9% |
| 3Y | +16.7% | -1.3% | +18.0% | -2.5% |
| 5Y | -13.3% | -47.3% | +34.0% | -28.1% |
| All | +85.1% | +7.7% | +77.4% | +21.3% |
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