+116.0%
INTC vs FSLY
-49.3%
+165.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.9% |
| 7D | +18.0% | +11.2% | +6.8% | +16.2% |
| 30D | +8.9% | -18.2% | +27.1% | +11.9% |
| 3M | -1.6% | +21.9% | -23.5% | -5.2% |
| 6M | +133.1% | +4.0% | +129.1% | +124.3% |
| YTD | +187.9% | +123.1% | +64.8% | +142.5% |
| 1Y | +334.7% | +196.9% | +137.8% | +242.9% |
| 3Y | +184.2% | -1.3% | +185.4% | +145.8% |
| 5Y | +116.0% | -50.2% | +166.2% | +80.7% |
| All | +116.0% | -49.3% | +165.3% | +80.7% |
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