+49.5%
VRTX vs FSLY
-6.2%
+55.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -0.4% | -22.4% | +22.0% | +0.1% |
| 30D | +8.0% | -45.5% | +53.5% | +9.3% |
| 3M | +11.0% | -30.4% | +41.4% | +11.3% |
| 6M | +28.2% | -22.1% | +50.2% | +27.9% |
| YTD | +21.5% | +57.0% | -35.5% | +16.1% |
| 1Y | +34.5% | +38.2% | -3.7% | +29.2% |
| 3Y | +49.5% | -2.5% | +52.0% | +38.5% |
| All | +49.5% | -6.2% | +55.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling