-59.5%
FICO vs FSLY
+43.8%
-103.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.2% |
| 7D | +4.0% | -17.9% | +21.9% | +3.8% |
| 30D | -1.5% | -34.7% | +33.2% | -1.8% |
| 3M | -29.8% | -40.0% | +10.2% | -30.1% |
| 6M | -33.3% | -11.8% | -21.4% | -33.9% |
| YTD | -56.9% | +69.5% | -126.4% | -57.2% |
| 1Y | -59.5% | +44.0% | -103.4% | -59.8% |
| All | -59.5% | +43.8% | -103.3% | -59.8% |
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