-23.3%
INFY vs FSLY
+161.0%
-184.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +1.2% | -22.2% | +23.4% | +0.6% |
| 30D | +13.8% | -19.1% | +32.9% | +13.3% |
| 3M | -2.9% | -15.7% | +12.8% | -2.9% |
| 6M | +2.2% | -23.5% | +25.6% | +2.5% |
| YTD | -29.8% | +106.6% | -136.5% | -20.5% |
| 1Y | -23.3% | +164.3% | -187.5% | -12.1% |
| All | -23.3% | +161.0% | -184.3% | -12.1% |
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