-39.3%
FICO vs FSLY
+187.7%
-227.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | 0.0% |
| 7D | -15.4% | +3.5% | -18.9% | -15.5% |
| 30D | -10.4% | -6.4% | -4.0% | -10.4% |
| 3M | -22.7% | +10.9% | -33.6% | -23.1% |
| 6M | -36.8% | +6.7% | -43.5% | -37.4% |
| YTD | -44.8% | +111.1% | -155.9% | -46.4% |
| 1Y | -39.3% | +185.8% | -225.1% | -45.5% |
| All | -39.3% | +187.7% | -227.0% | -45.5% |
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 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