+123.4%
ILMN vs FSLY
+181.7%
-58.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.4% |
| 7D | +1.2% | -10.6% | +11.9% | +1.7% |
| 30D | +9.2% | -20.9% | +30.1% | +10.0% |
| 3M | +29.8% | +3.4% | +26.4% | +29.3% |
| 6M | +69.2% | +2.7% | +66.5% | +67.9% |
| YTD | +66.4% | +102.3% | -35.9% | +63.4% |
| 1Y | +123.4% | +182.1% | -58.7% | +99.3% |
| All | +123.4% | +181.7% | -58.3% | +99.3% |
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