+69.1%
ISRG vs FSLY
-6.2%
+75.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +5.4% | -22.4% | +27.8% | +6.2% |
| 30D | +8.6% | -45.5% | +54.1% | +10.6% |
| 3M | +21.6% | -30.4% | +52.0% | +22.4% |
| 6M | +2.3% | -22.1% | +24.4% | +2.5% |
| YTD | -18.7% | +57.0% | -75.7% | -23.0% |
| 1Y | -17.8% | +38.2% | -56.0% | -21.4% |
| 3Y | +69.1% | -2.5% | +71.6% | +53.2% |
| All | +69.1% | -6.2% | +75.3% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling