+96.9%
CSCO vs FSLY
-69.6%
+166.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.1% |
| 7D | -2.9% | -22.4% | +19.5% | -1.8% |
| 30D | -16.7% | -45.5% | +28.8% | -14.4% |
| 3M | -18.4% | -30.4% | +12.0% | -17.4% |
| 6M | +2.9% | -22.1% | +25.0% | +3.6% |
| YTD | +30.4% | +57.0% | -26.5% | +25.1% |
| 1Y | +41.4% | +38.2% | +3.1% | +36.8% |
| 3Y | +104.7% | -2.5% | +107.2% | +94.0% |
| 5Y | +96.9% | -68.8% | +165.8% | +79.9% |
| All | +96.9% | -69.6% | +166.5% | +79.9% |
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