+43.1%
CSCO vs FSLY
+43.8%
-0.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +2.6% |
| 7D | -2.8% | -17.9% | +15.2% | -2.7% |
| 30D | -12.6% | -34.7% | +22.1% | -12.9% |
| 3M | -16.0% | -40.0% | +24.0% | -16.5% |
| 6M | +2.8% | -11.8% | +14.7% | +4.4% |
| YTD | +33.2% | +69.5% | -36.3% | +60.7% |
| 1Y | +43.1% | +44.0% | -0.8% | +73.2% |
| All | +43.1% | +43.8% | -0.7% | +73.2% |
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