-36.3%
DXCM vs FSLY
-55.9%
+19.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -3.2% | -10.6% | +7.4% | -2.1% |
| 30D | +6.3% | -20.9% | +27.2% | +8.3% |
| 3M | +21.1% | +3.4% | +17.7% | +19.7% |
| 6M | +20.6% | +2.7% | +17.8% | +15.1% |
| YTD | +32.4% | +102.3% | -69.8% | +13.5% |
| 1Y | +8.8% | +182.1% | -173.2% | -13.3% |
| 3Y | -13.7% | -14.6% | +0.8% | -21.9% |
| All | -36.3% | -55.9% | +19.6% | -39.7% |
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