-3.6%
COST vs FSLY
+181.7%
-185.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -3.1% | -10.6% | +7.5% | -3.2% |
| 30D | -2.8% | -20.9% | +18.1% | -2.8% |
| 3M | -5.7% | +3.4% | -9.1% | -5.7% |
| 6M | -8.8% | +2.7% | -11.5% | -9.0% |
| YTD | +6.7% | +102.3% | -95.6% | +5.3% |
| 1Y | -3.6% | +182.1% | -185.7% | -4.5% |
| All | -3.6% | +181.7% | -185.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling