-22.9%
CMCSA vs FSLY
-22.7%
-0.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.6% |
| 7D | +3.2% | +4.9% | -1.7% | +2.9% |
| 30D | +19.5% | -33.5% | +53.0% | +21.1% |
| 3M | -2.4% | -44.6% | +42.2% | -0.7% |
| 6M | +3.8% | -9.2% | +13.1% | +2.8% |
| YTD | -5.4% | +63.3% | -68.6% | -11.8% |
| 1Y | +1.1% | +45.3% | -44.2% | -5.2% |
| 3Y | -27.1% | +3.7% | -30.9% | -32.9% |
| 5Y | -40.3% | -67.2% | +26.9% | -44.2% |
| All | -22.9% | -22.7% | -0.2% | -41.5% |
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