-4.4%
VEEV vs FSLY
-67.3%
+62.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -0.7% | +4.9% | -5.6% | -1.4% |
| 30D | +1.4% | -33.5% | +34.9% | +5.9% |
| 3M | +19.4% | -44.6% | +64.0% | +26.4% |
| 6M | +93.6% | -9.2% | +102.9% | +89.6% |
| YTD | +35.1% | +63.3% | -28.2% | +12.2% |
| 1Y | +3.4% | +45.3% | -41.9% | -12.6% |
| 3Y | +81.4% | +3.7% | +77.6% | +46.1% |
| All | -4.4% | -67.3% | +62.8% | -7.5% |
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