+147.4%
EQIX vs FSLY
-22.7%
+170.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -1.4% | -44.6% | +43.2% | +2.6% |
| 6M | -1.2% | -9.2% | +8.0% | -2.3% |
| YTD | +39.6% | +63.3% | -23.6% | +25.1% |
| 1Y | +36.8% | +45.3% | -8.4% | +23.7% |
| 3Y | +47.3% | +3.7% | +43.5% | +29.9% |
| 5Y | +50.1% | -67.2% | +117.3% | +35.2% |
| All | +147.4% | -22.7% | +170.1% | +88.7% |
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 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