-30.4%
CMCSA vs FSLY
-7.5%
-22.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.6% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | +3.8% | -6.4% | +10.2% | +3.8% |
| 3M | +12.3% | +10.9% | +1.4% | +12.1% |
| 6M | -15.4% | +6.7% | -22.1% | -15.9% |
| YTD | -2.5% | +111.1% | -113.6% | -4.7% |
| 1Y | -13.4% | +185.8% | -199.1% | -17.0% |
| 3Y | -30.4% | -6.6% | -23.8% | -32.7% |
| All | -30.4% | -7.5% | -22.9% | -32.7% |
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 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