+224.7%
VRTX vs FSLY
-24.5%
+249.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | +3.2% | -22.9% | +26.2% | +4.6% |
| 30D | +7.4% | -44.6% | +52.0% | +10.9% |
| 3M | +4.6% | -41.5% | +46.1% | +6.9% |
| 6M | +27.5% | -20.8% | +48.3% | +27.1% |
| YTD | +20.9% | +59.5% | -38.7% | +10.3% |
| 1Y | +30.1% | +36.1% | -6.0% | +20.0% |
| 3Y | +46.6% | -1.0% | +47.6% | +32.6% |
| 5Y | +191.6% | -66.9% | +258.5% | +178.2% |
| All | +224.7% | -24.5% | +249.2% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling