+46.7%
INTU vs FSLY
-20.0%
+66.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -4.1% | +11.8% | -15.9% | -5.5% |
| 30D | +12.8% | -36.5% | +49.4% | +18.1% |
| 3M | +2.1% | -39.7% | +41.9% | +6.4% |
| 6M | -11.5% | -9.7% | -1.8% | -13.5% |
| YTD | -47.9% | +68.9% | -116.8% | -57.2% |
| 1Y | -47.7% | +44.5% | -92.1% | -56.1% |
| 3Y | -34.0% | +4.8% | -38.8% | -46.8% |
| 5Y | -43.5% | -66.0% | +22.5% | -51.7% |
| All | +46.7% | -20.0% | +66.7% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling