+176.4%
VRTX vs FSLY
-54.2%
+230.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.5% | -3.3% |
| 7D | -3.4% | +3.5% | -6.9% | -3.6% |
| 30D | +6.6% | -6.4% | +13.0% | +6.6% |
| 3M | +19.4% | +10.9% | +8.5% | +18.6% |
| 6M | +15.8% | +6.7% | +9.1% | +13.7% |
| YTD | +16.7% | +111.1% | -94.4% | +10.1% |
| 1Y | +33.8% | +185.8% | -152.0% | +23.8% |
| 3Y | +54.2% | -6.6% | +60.7% | +46.7% |
| 5Y | +176.4% | -52.4% | +228.8% | +162.2% |
| All | +176.4% | -54.2% | +230.6% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling