+51.8%
FTNT vs FSLY
+161.0%
-109.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -25.7% | -22.2% | -3.5% | -25.3% |
| 30D | -29.7% | -19.1% | -10.6% | -29.5% |
| 3M | -23.1% | -15.7% | -7.4% | -22.8% |
| 6M | +45.0% | -23.5% | +68.5% | +44.3% |
| YTD | +62.9% | +106.6% | -43.7% | +72.0% |
| 1Y | +51.8% | +164.3% | -112.4% | +67.0% |
| All | +51.8% | +161.0% | -109.1% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling