-26.2%
ILMN vs FSLY
-25.7%
-0.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | -2.6% | -22.4% | +19.9% | +1.0% |
| 30D | -20.6% | -45.5% | +24.8% | -13.2% |
| 3M | +17.5% | -30.4% | +47.9% | +21.7% |
| 6M | +55.6% | -22.1% | +77.7% | +57.0% |
| YTD | +68.3% | +57.0% | +11.4% | +38.6% |
| 1Y | +81.1% | +38.2% | +42.9% | +52.2% |
| 3Y | +112.2% | -2.5% | +114.7% | +72.6% |
| 5Y | -42.6% | -68.8% | +26.3% | -50.6% |
| All | -26.2% | -25.7% | -0.5% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling