+186.4%
DXCM vs FSLY
0.0%
+186.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.4% |
| 7D | -6.2% | +3.5% | -9.7% | -6.7% |
| 30D | -0.3% | -6.4% | +6.1% | 0.0% |
| 3M | +10.3% | +10.9% | -0.6% | +7.8% |
| 6M | +24.1% | +6.7% | +17.4% | +16.8% |
| YTD | +27.4% | +111.1% | -83.7% | +4.9% |
| 1Y | +8.4% | +185.8% | -177.4% | -16.9% |
| 3Y | -19.0% | -6.6% | -12.4% | -30.9% |
| 5Y | -38.6% | -52.4% | +13.8% | -47.0% |
| All | +186.4% | 0.0% | +186.5% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling