+73.7%
ILMN vs FSLY
+43.8%
+29.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.3% |
| 7D | -6.0% | -17.9% | +11.9% | -5.0% |
| 30D | -23.0% | -34.7% | +11.7% | -21.3% |
| 3M | +10.4% | -40.0% | +50.4% | +12.8% |
| 6M | +49.4% | -11.8% | +61.3% | +50.7% |
| YTD | +62.3% | +69.5% | -7.2% | +72.3% |
| 1Y | +73.7% | +44.0% | +29.7% | +86.3% |
| All | +73.7% | +43.8% | +29.8% | +86.3% |
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