+289.3%
INTC vs FSLY
+181.7%
+107.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.7% |
| 7D | +7.1% | -10.6% | +17.7% | +8.1% |
| 30D | -5.2% | -20.9% | +15.7% | -3.5% |
| 3M | -14.3% | +3.4% | -17.7% | -14.7% |
| 6M | +110.2% | +2.7% | +107.4% | +112.1% |
| YTD | +159.6% | +102.3% | +57.4% | +168.4% |
| 1Y | +289.3% | +182.1% | +107.2% | +292.8% |
| All | +289.3% | +181.7% | +107.6% | +292.8% |
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