+144.9%
EQIX vs FSLY
+5.6%
+139.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.3% |
| 7D | +2.3% | +11.2% | -8.8% | +1.4% |
| 30D | +0.4% | -18.2% | +18.6% | +1.9% |
| 3M | -1.1% | +21.9% | -23.0% | -3.6% |
| 6M | +11.5% | +4.0% | +7.4% | +7.4% |
| YTD | +38.2% | +123.1% | -84.9% | +21.7% |
| 1Y | +36.7% | +196.9% | -160.2% | +16.0% |
| 3Y | +44.1% | -1.3% | +45.3% | +29.0% |
| 5Y | +34.8% | -50.2% | +85.1% | +18.1% |
| All | +144.9% | +5.6% | +139.2% | +83.5% |
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