+665.2%
FCX vs FSLY
-4.2%
+669.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -4.9% | -10.6% | +5.8% | -3.6% |
| 30D | +4.8% | -20.9% | +25.7% | +7.1% |
| 3M | +4.6% | +3.4% | +1.2% | +3.2% |
| 6M | +10.8% | +2.7% | +8.1% | +5.9% |
| YTD | +44.2% | +102.3% | -58.0% | +22.0% |
| 1Y | +59.6% | +182.1% | -122.5% | +26.2% |
| 3Y | +82.2% | -14.6% | +96.8% | +59.9% |
| 5Y | +115.6% | -55.9% | +171.5% | +88.9% |
| All | +665.2% | -4.2% | +669.4% | +383.3% |
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