-31.5%
ILMN vs FSLY
+5.6%
-37.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.5% | -3.7% |
| 7D | -3.9% | +11.2% | -15.0% | -5.5% |
| 30D | +6.9% | -18.2% | +25.0% | +9.6% |
| 3M | +28.1% | +21.9% | +6.2% | +22.5% |
| 6M | +65.0% | +4.0% | +60.9% | +54.7% |
| YTD | +56.3% | +123.1% | -66.8% | +23.3% |
| 1Y | +108.7% | +196.9% | -88.1% | +53.2% |
| 3Y | +33.1% | -1.3% | +34.3% | +10.0% |
| 5Y | -54.1% | -50.2% | -3.9% | -62.9% |
| All | -31.5% | +5.6% | -37.1% | -53.9% |
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