+114.3%
ISRG vs FSLY
0.0%
+114.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.0% |
| 7D | -5.2% | +3.5% | -8.6% | -5.5% |
| 30D | -7.6% | -6.4% | -1.2% | -7.4% |
| 3M | -16.4% | +10.9% | -27.2% | -18.0% |
| 6M | -28.6% | +6.7% | -35.3% | -32.1% |
| YTD | -38.2% | +111.1% | -149.3% | -47.4% |
| 1Y | -25.5% | +185.8% | -211.3% | -40.1% |
| 3Y | +17.4% | -6.6% | +24.0% | +2.8% |
| 5Y | -3.0% | -52.4% | +49.4% | -15.8% |
| All | +114.3% | 0.0% | +114.4% | +44.4% |
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