-51.4%
FCEL vs FSLY
-13.8%
-37.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.2% | -4.3% |
| 7D | -2.8% | +4.9% | -7.7% | -4.4% |
| 30D | -31.6% | -33.5% | +1.9% | -21.5% |
| 3M | -52.4% | -44.6% | -7.8% | -44.1% |
| 6M | -51.4% | -9.2% | -42.2% | -54.7% |
| All | -51.4% | -13.8% | -37.6% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling