+94.2%
ILMN vs FSLY
-9.9%
+104.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +2.1% |
| 7D | -9.7% | -31.4% | +21.7% | -6.0% |
| 30D | -20.4% | -37.3% | +16.9% | -16.4% |
| 3M | +10.0% | -30.1% | +40.1% | +13.0% |
| 6M | +49.5% | -49.8% | +99.3% | +56.7% |
| YTD | +62.5% | +55.7% | +6.8% | +43.7% |
| 1Y | +76.0% | +44.5% | +31.5% | +57.1% |
| 3Y | +94.2% | -4.3% | +98.5% | +53.0% |
| All | +94.2% | -9.9% | +104.1% | +53.0% |
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