+124.1%
CSCO vs FSLY
-20.0%
+144.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +6.6% | +11.8% | -5.2% | +5.9% |
| 30D | -11.3% | -36.5% | +25.2% | -9.3% |
| 3M | -17.3% | -39.7% | +22.4% | -15.5% |
| 6M | +3.5% | -9.7% | +13.2% | +3.3% |
| YTD | +34.9% | +68.9% | -34.0% | +26.5% |
| 1Y | +40.5% | +44.5% | -4.0% | +33.2% |
| 3Y | +109.3% | +4.8% | +104.4% | +94.5% |
| 5Y | +105.9% | -66.0% | +171.9% | +97.0% |
| All | +124.1% | -20.0% | +144.2% | +72.3% |
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