+41.2%
ILMN vs FSLY
-11.3%
+52.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.3% |
| 7D | +1.2% | -10.6% | +11.9% | +2.5% |
| 30D | +9.2% | -20.9% | +30.1% | +11.3% |
| 3M | +29.8% | +3.4% | +26.4% | +28.1% |
| 6M | +69.2% | +2.7% | +66.5% | +61.6% |
| YTD | +66.4% | +102.3% | -35.9% | +41.8% |
| 1Y | +123.4% | +182.1% | -58.7% | +75.3% |
| All | +41.2% | -11.3% | +52.5% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling