+749.4%
CIEN vs FSLY
-20.0%
+769.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +27.4% | +11.8% | +15.6% | +25.2% |
| 30D | -26.6% | -36.5% | +10.0% | -21.0% |
| 3M | -32.0% | -39.7% | +7.8% | -26.8% |
| 6M | -49.1% | -9.7% | -39.4% | -48.9% |
| YTD | +25.7% | +68.9% | -43.2% | +8.6% |
| 1Y | +40.3% | +44.5% | -4.1% | +24.0% |
| 3Y | +566.2% | +4.8% | +561.4% | +469.9% |
| 5Y | +378.7% | -66.0% | +444.8% | +326.7% |
| All | +749.4% | -20.0% | +769.5% | +513.7% |
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