+31.3%
INFY vs FSLY
+5.6%
+25.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.2% |
| 7D | -8.7% | +11.2% | -19.8% | -9.4% |
| 30D | -13.0% | -18.2% | +5.2% | -12.0% |
| 3M | -8.8% | +21.9% | -30.7% | -10.6% |
| 6M | -22.6% | +4.0% | -26.6% | -24.7% |
| YTD | -37.3% | +123.1% | -160.4% | -43.7% |
| 1Y | -33.4% | +196.9% | -230.2% | -42.4% |
| 3Y | -32.3% | -1.3% | -31.0% | -37.8% |
| 5Y | -45.2% | -50.2% | +5.0% | -49.7% |
| All | +31.3% | +5.6% | +25.7% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling