+138.9%
CSCO vs FSLY
0.0%
+139.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -0.7% |
| 30D | -10.1% | -6.4% | -3.7% | -10.0% |
| 3M | -11.7% | +10.9% | -22.6% | -12.6% |
| 6M | +40.1% | +6.7% | +33.4% | +37.2% |
| YTD | +43.8% | +111.1% | -67.3% | +33.7% |
| 1Y | +66.6% | +185.8% | -119.2% | +50.0% |
| 3Y | +108.5% | -6.6% | +115.1% | +96.6% |
| 5Y | +114.0% | -52.4% | +166.3% | +100.7% |
| All | +138.9% | 0.0% | +139.0% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling