+45.9%
EQIX vs FSLY
-67.3%
+113.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | +4.1% | +4.9% | -0.8% | +3.6% |
| 30D | +5.8% | -33.5% | +39.3% | +9.3% |
| 3M | -1.4% | -44.6% | +43.2% | +2.8% |
| 6M | -1.2% | -9.2% | +8.0% | -2.4% |
| YTD | +39.6% | +63.3% | -23.6% | +23.5% |
| 1Y | +36.8% | +45.3% | -8.4% | +22.1% |
| 3Y | +47.3% | +3.7% | +43.5% | +27.5% |
| All | +45.9% | -67.3% | +113.2% | +22.7% |
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