+155.8%
FTNT vs FSLY
-50.4%
+206.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +7.5% | -5.9% | +0.8% |
| 30D | -1.9% | -21.1% | +19.2% | +0.3% |
| 3M | +14.4% | +21.8% | -7.4% | +11.8% |
| 6M | +88.7% | -0.1% | +88.8% | +80.6% |
| YTD | +100.0% | +123.1% | -23.0% | +69.0% |
| 1Y | +99.9% | +208.6% | -108.7% | +57.4% |
| 3Y | +147.9% | -1.3% | +149.2% | +121.2% |
| 5Y | +155.8% | -48.4% | +204.2% | +135.5% |
| All | +155.8% | -50.4% | +206.2% | +135.5% |
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 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