-22.6%
INFY vs FSLY
+15.6%
-38.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.0% |
| 7D | -8.7% | +11.2% | -19.8% | -9.0% |
| 30D | -13.0% | -18.2% | +5.2% | -12.5% |
| 3M | -8.8% | +21.9% | -30.7% | -9.5% |
| 6M | -22.6% | +4.0% | -26.6% | -22.3% |
| All | -22.6% | +15.6% | -38.1% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling