-38.6%
FICO vs FSLY
+181.7%
-220.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.6% |
| 7D | -19.2% | -10.6% | -8.6% | -18.9% |
| 30D | -14.6% | -20.9% | +6.3% | -14.1% |
| 3M | -20.1% | +3.4% | -23.5% | -20.3% |
| 6M | -36.3% | +2.7% | -39.1% | -36.9% |
| YTD | -44.9% | +102.3% | -147.1% | -46.4% |
| 1Y | -38.6% | +182.1% | -220.7% | -45.9% |
| All | -38.6% | +181.7% | -220.3% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling