+34.0%
EQIX vs FSLY
+196.5%
-162.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.6% | +7.5% | -9.2% | -2.1% |
| 30D | -0.4% | -21.1% | +20.7% | +1.0% |
| 3M | -0.9% | +21.8% | -22.7% | -2.9% |
| 6M | +8.1% | -0.1% | +8.3% | +4.8% |
| YTD | +35.7% | +123.1% | -87.4% | +17.7% |
| 1Y | +34.0% | +208.6% | -174.6% | +14.2% |
| All | +34.0% | +196.5% | -162.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling