+139.0%
CSCO vs FSLY
-4.2%
+143.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.7% |
| 7D | -0.7% | -10.6% | +10.0% | -0.1% |
| 30D | -10.1% | -20.9% | +10.8% | -9.3% |
| 3M | -15.7% | +3.4% | -19.1% | -16.2% |
| 6M | +36.3% | +2.7% | +33.5% | +33.7% |
| YTD | +43.8% | +102.3% | -58.4% | +34.1% |
| 1Y | +63.9% | +182.1% | -118.1% | +47.6% |
| 3Y | +104.4% | -14.6% | +118.9% | +93.8% |
| 5Y | +111.4% | -55.9% | +167.3% | +99.2% |
| All | +139.0% | -4.2% | +143.2% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling