+93.9%
ILMN vs FSLY
+161.0%
-67.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -21.6% | -22.2% | +0.6% | -20.7% |
| 30D | -22.9% | -19.1% | -3.7% | -22.2% |
| 3M | +11.6% | -15.7% | +27.3% | +12.1% |
| 6M | +62.5% | -23.5% | +86.0% | +63.3% |
| YTD | +72.7% | +106.6% | -33.9% | +77.2% |
| 1Y | +93.9% | +164.3% | -70.4% | +99.0% |
| All | +93.9% | +161.0% | -67.1% | +99.0% |
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