-24.0%
CMCSA vs FSLY
-20.0%
-4.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.6% | +11.8% | -12.4% | -1.1% |
| 30D | +18.8% | -36.5% | +55.3% | +20.6% |
| 3M | -1.1% | -39.7% | +38.6% | +0.2% |
| 6M | +2.5% | -9.7% | +12.2% | +1.6% |
| YTD | -6.7% | +68.9% | -75.6% | -13.2% |
| 1Y | 0.0% | +44.5% | -44.5% | -6.2% |
| 3Y | -28.9% | +4.8% | -33.7% | -34.5% |
| 5Y | -41.1% | -66.0% | +24.9% | -45.0% |
| All | -24.0% | -20.0% | -4.0% | -42.4% |
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