+306.9%
COST vs FSLY
-4.2%
+311.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -3.1% | -10.6% | +7.5% | -2.6% |
| 30D | -2.8% | -20.9% | +18.1% | -2.0% |
| 3M | -5.7% | +3.4% | -9.1% | -6.3% |
| 6M | -8.8% | +2.7% | -11.5% | -10.8% |
| YTD | +6.7% | +102.3% | -95.6% | -0.8% |
| 1Y | -3.6% | +182.1% | -185.7% | -12.9% |
| 3Y | +75.1% | -14.6% | +89.6% | +65.6% |
| 5Y | +108.9% | -55.9% | +164.8% | +93.7% |
| All | +306.9% | -4.2% | +311.1% | +221.5% |
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