-55.1%
FIS vs FSLY
+38.2%
-93.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -27.4% | -22.9% | -4.5% | -27.9% |
| 30D | -16.8% | -44.6% | +27.7% | -18.1% |
| 3M | -32.6% | -41.5% | +8.8% | -33.4% |
| 6M | -33.4% | -20.8% | -12.6% | -33.4% |
| YTD | -56.0% | +59.5% | -115.6% | -55.3% |
| 1Y | -55.1% | +36.1% | -91.2% | -54.1% |
| All | -55.1% | +38.2% | -93.3% | -54.1% |
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