-65.6%
FIS vs FSLY
-54.2%
-11.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.3% | -6.1% |
| 7D | -3.5% | +3.5% | -6.9% | -3.7% |
| 30D | -7.8% | -6.4% | -1.4% | -7.7% |
| 3M | +0.8% | +10.9% | -10.1% | -0.2% |
| 6M | -21.9% | +6.7% | -28.6% | -24.2% |
| YTD | -39.5% | +111.1% | -150.6% | -45.0% |
| 1Y | -41.0% | +185.8% | -226.8% | -48.3% |
| 3Y | -23.6% | -6.6% | -17.0% | -29.0% |
| 5Y | -65.6% | -52.4% | -13.2% | -66.6% |
| All | -65.6% | -54.2% | -11.4% | -66.6% |
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