-41.7%
FISV vs FSLY
0.0%
-41.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -4.3% |
| 7D | -1.6% | +3.5% | -5.0% | -1.8% |
| 30D | -3.0% | -6.4% | +3.4% | -2.8% |
| 3M | -3.5% | +10.9% | -14.4% | -4.6% |
| 6M | -19.4% | +6.7% | -26.1% | -21.7% |
| YTD | -24.3% | +111.1% | -135.4% | -31.0% |
| 1Y | -62.4% | +185.8% | -248.2% | -66.8% |
| 3Y | -58.2% | -6.6% | -51.6% | -61.2% |
| 5Y | -56.5% | -52.4% | -4.1% | -60.0% |
| All | -41.7% | 0.0% | -41.7% | -58.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling