+94.1%
VEEV vs FSLY
-4.2%
+98.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.9% |
| 7D | -0.6% | -10.6% | +10.1% | +1.0% |
| 30D | +28.8% | -20.9% | +49.7% | +32.2% |
| 3M | +54.0% | +3.4% | +50.6% | +51.3% |
| 6M | +46.0% | +2.7% | +43.2% | +37.7% |
| YTD | +23.2% | +102.3% | -79.0% | +0.2% |
| 1Y | +1.9% | +182.1% | -180.2% | -23.7% |
| 3Y | +27.0% | -14.6% | +41.6% | +8.7% |
| 5Y | -13.4% | -55.9% | +42.5% | -26.1% |
| All | +94.1% | -4.2% | +98.3% | +29.5% |
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 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