+104.7%
CSCO vs FSLY
-6.2%
+110.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.1% |
| 7D | -2.9% | -22.4% | +19.5% | -2.1% |
| 30D | -16.7% | -45.5% | +28.8% | -15.3% |
| 3M | -18.4% | -30.4% | +12.0% | -17.7% |
| 6M | +2.9% | -22.1% | +25.0% | +3.7% |
| YTD | +30.4% | +57.0% | -26.5% | +31.4% |
| 1Y | +41.4% | +38.2% | +3.1% | +43.6% |
| 3Y | +104.7% | -2.5% | +107.2% | +99.5% |
| All | +104.7% | -6.2% | +110.9% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling