-14.8%
VEEV vs FSLY
-49.3%
+34.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.3% |
| 7D | -7.1% | +11.2% | -18.3% | -8.5% |
| 30D | +11.1% | -18.2% | +29.3% | +13.7% |
| 3M | +55.5% | +21.9% | +33.6% | +49.5% |
| 6M | +33.4% | +4.0% | +29.3% | +26.0% |
| YTD | +16.8% | +123.1% | -106.3% | -5.5% |
| 1Y | -7.7% | +196.9% | -204.6% | -31.0% |
| 3Y | +18.4% | -1.3% | +19.6% | +1.7% |
| 5Y | -14.8% | -50.2% | +35.4% | -25.9% |
| All | -14.8% | -49.3% | +34.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling