+208.8%
VRTX vs FSLY
+5.6%
+203.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.1% | -1.8% |
| 7D | -6.4% | +11.2% | -17.6% | -7.1% |
| 30D | -0.5% | -18.2% | +17.6% | +0.5% |
| 3M | +16.9% | +21.9% | -5.0% | +14.7% |
| 6M | +13.1% | +4.0% | +9.0% | +9.8% |
| YTD | +14.9% | +123.1% | -108.1% | +3.7% |
| 1Y | +31.4% | +196.9% | -165.4% | +14.8% |
| 3Y | +51.9% | -1.3% | +53.2% | +39.6% |
| 5Y | +177.1% | -50.2% | +227.3% | +158.1% |
| All | +208.8% | +5.6% | +203.2% | +145.4% |
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