-59.8%
FISV vs FSLY
-0.4%
-59.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | +7.5% | -14.7% | -7.3% |
| 30D | -7.2% | -21.1% | +13.9% | -7.0% |
| 3M | -8.2% | +21.8% | -29.9% | -8.3% |
| 6M | -17.7% | -0.1% | -17.6% | -18.1% |
| YTD | -27.2% | +123.1% | -150.2% | -28.7% |
| 1Y | -63.0% | +208.6% | -271.5% | -64.4% |
| All | -59.8% | -0.4% | -59.4% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling