+101.7%
FICO vs FSLY
-55.9%
+157.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.4% |
| 7D | -19.2% | -10.6% | -8.6% | -18.2% |
| 30D | -14.6% | -20.9% | +6.3% | -12.9% |
| 3M | -20.1% | +3.4% | -23.5% | -21.1% |
| 6M | -36.3% | +2.7% | -39.1% | -39.1% |
| YTD | -44.9% | +102.3% | -147.1% | -52.8% |
| 1Y | -38.6% | +182.1% | -220.7% | -50.7% |
| 3Y | +4.0% | -14.6% | +18.5% | -6.4% |
| All | +101.7% | -55.9% | +157.6% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling