+607.8%
CIEN vs FSLY
-7.5%
+615.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +5.6% |
| 7D | -5.3% | +3.5% | -8.8% | -5.9% |
| 30D | -17.2% | -6.4% | -10.8% | -16.9% |
| 3M | -26.9% | +10.9% | -37.8% | -28.8% |
| 6M | +16.0% | +6.7% | +9.3% | +10.6% |
| YTD | +45.9% | +111.1% | -65.2% | +21.6% |
| 1Y | +186.8% | +185.8% | +1.0% | +120.8% |
| 3Y | +607.8% | -6.6% | +614.3% | +489.1% |
| All | +607.8% | -7.5% | +615.3% | +489.1% |
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