+33.0%
INFY vs FSLY
+7.7%
+25.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | -5.4% | +12.5% | -17.9% | -6.2% |
| 30D | -9.9% | -18.8% | +9.0% | -8.8% |
| 3M | -4.6% | +22.7% | -27.2% | -6.5% |
| 6M | -18.5% | -3.7% | -14.8% | -20.2% |
| YTD | -36.5% | +127.5% | -164.0% | -43.0% |
| 1Y | -32.8% | +193.5% | -226.3% | -41.7% |
| 3Y | -32.2% | -1.3% | -30.9% | -37.7% |
| 5Y | -44.7% | -47.3% | +2.7% | -49.4% |
| All | +33.0% | +7.7% | +25.2% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling