+89.8%
FTNT vs FSLY
-67.3%
+157.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.4% |
| 7D | +7.1% | +4.9% | +2.2% | +6.5% |
| 30D | -30.9% | -33.5% | +2.6% | -27.9% |
| 3M | -23.1% | -44.6% | +21.5% | -18.8% |
| 6M | +8.1% | -9.2% | +17.3% | +8.4% |
| YTD | +60.2% | +63.3% | -3.1% | +39.8% |
| 1Y | +57.0% | +45.3% | +11.7% | +38.9% |
| 3Y | +152.9% | +3.7% | +149.2% | +116.0% |
| All | +89.8% | -67.3% | +157.1% | +103.7% |
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