+64.0%
YUM vs FSLY
+5.6%
+58.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -2.6% |
| 7D | -3.6% | +11.2% | -14.7% | -3.9% |
| 30D | +0.4% | -18.2% | +18.5% | +0.9% |
| 3M | -3.8% | +21.9% | -25.7% | -4.7% |
| 6M | -8.3% | +4.0% | -12.3% | -9.7% |
| YTD | -2.6% | +123.1% | -125.7% | -7.9% |
| 1Y | +1.5% | +196.9% | -195.4% | -5.6% |
| 3Y | +21.6% | -1.3% | +22.8% | +15.9% |
| 5Y | +23.5% | -50.2% | +73.7% | +15.2% |
| All | +64.0% | +5.6% | +58.3% | +36.5% |
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 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