-20.1%
CMCSA vs FSLY
-4.2%
-15.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -2.1% | -10.6% | +8.5% | -1.6% |
| 30D | +7.0% | -20.9% | +27.9% | +7.9% |
| 3M | +15.1% | +3.4% | +11.7% | +14.4% |
| 6M | -15.4% | +2.7% | -18.1% | -17.1% |
| YTD | -1.9% | +102.3% | -104.2% | -8.7% |
| 1Y | -12.7% | +182.1% | -194.8% | -21.2% |
| 3Y | -31.0% | -14.6% | -16.4% | -34.8% |
| 5Y | -46.1% | -55.9% | +9.8% | -50.0% |
| All | -20.1% | -4.2% | -15.8% | -39.4% |
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