+113.3%
CSCO vs FSLY
-55.9%
+169.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.6% |
| 7D | -0.7% | -10.6% | +10.0% | -0.2% |
| 30D | -10.1% | -20.9% | +10.8% | -9.5% |
| 3M | -15.7% | +3.4% | -19.1% | -16.1% |
| 6M | +36.3% | +2.7% | +33.5% | +34.3% |
| YTD | +43.8% | +102.3% | -58.4% | +36.6% |
| 1Y | +63.9% | +182.1% | -118.1% | +50.2% |
| 3Y | +104.4% | -14.6% | +118.9% | +97.1% |
| All | +113.3% | -55.9% | +169.2% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling