-71.6%
FIS vs FSLY
-69.8%
-1.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | -25.5% | -31.4% | +6.0% | -24.4% |
| 30D | -15.1% | -37.3% | +22.3% | -13.7% |
| 3M | -32.1% | -30.1% | -2.0% | -31.8% |
| 6M | -36.1% | -49.8% | +13.7% | -35.1% |
| YTD | -55.4% | +55.7% | -111.1% | -59.2% |
| 1Y | -53.9% | +44.5% | -98.4% | -57.6% |
| 3Y | -39.8% | -4.3% | -35.4% | -45.4% |
| All | -71.6% | -69.8% | -1.7% | -70.6% |
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