-6.1%
VEEV vs FSLY
+210.9%
-217.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.5% |
| 7D | -4.6% | +12.5% | -17.1% | -5.0% |
| 30D | +8.6% | -18.8% | +27.5% | +9.2% |
| 3M | +62.4% | +22.7% | +39.8% | +61.1% |
| 6M | +40.3% | -3.7% | +44.0% | +39.6% |
| YTD | +17.5% | +127.5% | -110.0% | +17.9% |
| 1Y | -6.1% | +193.5% | -199.6% | -5.4% |
| All | -6.1% | +210.9% | -217.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling