+65.9%
CSCO vs FSLY
+205.2%
-139.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.4% | +0.4% |
| 7D | 0.0% | +11.2% | -11.2% | +0.3% |
| 30D | -10.7% | -18.2% | +7.4% | -11.3% |
| 3M | -8.7% | +21.9% | -30.6% | -7.7% |
| 6M | +44.9% | +4.0% | +40.9% | +49.1% |
| YTD | +44.1% | +123.1% | -79.0% | +66.5% |
| 1Y | +65.9% | +196.9% | -131.0% | +92.1% |
| All | +65.9% | +205.2% | -139.4% | +92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling