+31.6%
VRSK vs FSLY
+5.6%
+26.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.1% |
| 7D | -5.4% | +11.2% | -16.6% | -6.0% |
| 30D | -1.8% | -18.2% | +16.4% | -0.8% |
| 3M | -2.2% | +21.9% | -24.1% | -4.1% |
| 6M | -14.9% | +4.0% | -18.9% | -17.3% |
| YTD | -20.0% | +123.1% | -143.1% | -27.1% |
| 1Y | -33.1% | +196.9% | -230.0% | -40.8% |
| 3Y | -25.6% | -1.3% | -24.4% | -31.1% |
| 5Y | -10.1% | -50.2% | +40.1% | -17.5% |
| All | +31.6% | +5.6% | +26.0% | -5.0% |
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