-42.7%
FIS vs FSLY
+205.2%
-248.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.3% |
| 7D | -9.1% | +11.2% | -20.2% | -8.9% |
| 30D | -10.4% | -18.2% | +7.7% | -10.6% |
| 3M | -3.7% | +21.9% | -25.6% | -3.1% |
| 6M | -24.8% | +4.0% | -28.8% | -24.4% |
| YTD | -41.6% | +123.1% | -164.6% | -40.9% |
| 1Y | -42.7% | +196.9% | -239.6% | -43.1% |
| All | -42.7% | +205.2% | -248.0% | -43.1% |
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