-3.2%
FSLY vs FIVN
-55.7%
+52.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.4% | +6.9% |
| 7D | +11.2% | -9.6% | +20.7% | +15.9% |
| 30D | -18.2% | -11.9% | -6.2% | -13.9% |
| 3M | +21.9% | +40.1% | -18.2% | +2.0% |
| 6M | +4.0% | +68.3% | -64.3% | -22.7% |
| YTD | +123.1% | +51.5% | +71.6% | +71.4% |
| 1Y | +196.9% | +15.1% | +181.7% | +160.5% |
| All | -3.2% | -55.7% | +52.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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