-24.0%
CMCSA vs FSLY
+5.6%
-29.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | +7.5% | -13.1% | -5.9% |
| 30D | -1.9% | -21.1% | +19.2% | -1.0% |
| 3M | +6.4% | +21.8% | -15.3% | +5.0% |
| 6M | -16.9% | -0.1% | -16.8% | -18.5% |
| YTD | -6.8% | +123.1% | -129.9% | -13.7% |
| 1Y | -15.9% | +208.6% | -224.5% | -24.4% |
| 3Y | -33.4% | -1.3% | -32.2% | -37.6% |
| 5Y | -46.7% | -48.4% | +1.7% | -50.9% |
| All | -24.0% | +5.6% | -29.7% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling