+144.9%
INTC vs FSLY
-4.2%
+149.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.8% |
| 7D | +7.1% | -10.6% | +17.7% | +8.6% |
| 30D | -5.2% | -20.9% | +15.7% | -2.9% |
| 3M | -14.3% | +3.4% | -17.7% | -15.3% |
| 6M | +110.2% | +2.7% | +107.4% | +103.3% |
| YTD | +159.6% | +102.3% | +57.4% | +123.0% |
| 1Y | +289.3% | +182.1% | +107.2% | +213.9% |
| 3Y | +166.1% | -14.6% | +180.6% | +136.3% |
| 5Y | +94.4% | -55.9% | +150.3% | +70.9% |
| All | +144.9% | -4.2% | +149.1% | +61.9% |
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