+33.4%
INTC vs FSLY
-65.4%
+98.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +6.5% |
| 7D | +7.3% | -17.9% | +25.2% | +10.4% |
| 30D | -38.3% | -34.7% | -3.6% | -33.9% |
| 3M | -36.0% | -40.0% | +4.0% | -31.2% |
| 6M | -51.7% | -11.8% | -39.9% | -51.2% |
| YTD | +69.4% | +69.5% | -0.2% | +48.6% |
| 1Y | +65.0% | +44.0% | +21.0% | +48.3% |
| 3Y | +63.0% | +5.2% | +57.7% | +39.2% |
| 5Y | +33.4% | -65.6% | +98.9% | +18.7% |
| All | +33.4% | -65.4% | +98.7% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling