+304.4%
COST vs FSLY
0.0%
+304.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | -3.2% | +3.5% | -6.6% | -3.3% |
| 30D | -4.0% | -6.4% | +2.4% | -3.9% |
| 3M | -6.5% | +10.9% | -17.4% | -7.4% |
| 6M | -8.5% | +6.7% | -15.2% | -10.7% |
| YTD | +6.0% | +111.1% | -105.1% | -1.6% |
| 1Y | -5.8% | +185.8% | -191.6% | -14.8% |
| 3Y | +71.8% | -6.6% | +78.4% | +61.6% |
| 5Y | +106.2% | -52.4% | +158.6% | +90.5% |
| All | +304.4% | 0.0% | +304.4% | +218.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling