+115.6%
CSCO vs FSLY
-24.5%
+140.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -4.7% | -22.9% | +18.2% | -3.4% |
| 30D | -17.1% | -44.6% | +27.5% | -14.5% |
| 3M | -19.6% | -41.5% | +21.9% | -17.7% |
| 6M | +2.4% | -20.8% | +23.2% | +2.9% |
| YTD | +29.8% | +59.5% | -29.8% | +22.1% |
| 1Y | +38.7% | +36.1% | +2.5% | +31.9% |
| 3Y | +101.3% | -1.0% | +102.3% | +87.7% |
| 5Y | +94.8% | -66.9% | +161.8% | +86.6% |
| All | +115.6% | -24.5% | +140.1% | +66.4% |
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