-51.4%
ILMN vs FSLY
-55.9%
+4.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.1% |
| 7D | +1.2% | -10.6% | +11.9% | +3.2% |
| 30D | +9.2% | -20.9% | +30.1% | +12.5% |
| 3M | +29.8% | +3.4% | +26.4% | +27.0% |
| 6M | +69.2% | +2.7% | +66.5% | +57.1% |
| YTD | +66.4% | +102.3% | -35.9% | +28.5% |
| 1Y | +123.4% | +182.1% | -58.7% | +55.4% |
| 3Y | +33.2% | -14.6% | +47.7% | +11.3% |
| All | -51.4% | -55.9% | +4.5% | -61.0% |
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 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