+223.7%
VRTX vs FSLY
-4.2%
+227.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.0% |
| 7D | +0.8% | -10.6% | +11.5% | +1.5% |
| 30D | +12.6% | -20.9% | +33.5% | +13.9% |
| 3M | +23.6% | +3.4% | +20.2% | +22.6% |
| 6M | +14.3% | +2.7% | +11.5% | +10.9% |
| YTD | +20.5% | +102.3% | -81.8% | +9.4% |
| 1Y | +37.6% | +182.1% | -144.5% | +20.5% |
| 3Y | +55.5% | -14.6% | +70.1% | +44.5% |
| 5Y | +175.7% | -55.9% | +231.6% | +159.4% |
| All | +223.7% | -4.2% | +227.9% | +159.0% |
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