+57.4%
INTC vs FSLY
+161.0%
-103.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -39.0% | -22.2% | -16.8% | -37.0% |
| 30D | -49.8% | -19.1% | -30.7% | -48.5% |
| 3M | -42.2% | -15.7% | -26.5% | -41.1% |
| 6M | -39.2% | -23.5% | -15.7% | -38.5% |
| YTD | +57.9% | +106.6% | -48.7% | +68.3% |
| 1Y | +57.4% | +164.3% | -106.9% | +70.8% |
| All | +57.4% | +161.0% | -103.6% | +70.8% |
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