-45.5%
ILMN vs FSLY
-68.3%
+22.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | -9.7% | -31.4% | +21.7% | -4.1% |
| 30D | -20.4% | -37.3% | +16.9% | -14.3% |
| 3M | +10.0% | -30.1% | +40.1% | +14.2% |
| 6M | +49.5% | -49.8% | +99.3% | +60.1% |
| YTD | +62.5% | +55.7% | +6.8% | +29.6% |
| 1Y | +76.0% | +44.5% | +31.5% | +42.0% |
| 3Y | +94.2% | -4.3% | +98.5% | +51.7% |
| All | -45.5% | -68.3% | +22.8% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling