+845.8%
FTNT vs FSLY
-4.2%
+850.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -5.8% | -10.6% | +4.8% | -4.3% |
| 30D | -4.8% | -20.9% | +16.1% | -2.1% |
| 3M | +4.4% | +3.4% | +1.0% | +3.2% |
| 6M | +88.8% | +2.7% | +86.0% | +77.0% |
| YTD | +96.8% | +102.3% | -5.4% | +58.5% |
| 1Y | +104.5% | +182.1% | -77.6% | +50.9% |
| 3Y | +156.8% | -14.6% | +171.3% | +117.0% |
| 5Y | +144.1% | -55.9% | +200.0% | +111.3% |
| All | +845.8% | -4.2% | +850.1% | +444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling