+23.4%
ISRG vs FSLY
-11.3%
+34.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.6% | -10.6% | +9.1% | -1.2% |
| 30D | -2.3% | -20.9% | +18.6% | -1.6% |
| 3M | -12.4% | +3.4% | -15.9% | -12.8% |
| 6M | -26.8% | +2.7% | -29.6% | -28.3% |
| YTD | -35.3% | +102.3% | -137.5% | -39.4% |
| 1Y | -19.3% | +182.1% | -201.4% | -27.4% |
| All | +23.4% | -11.3% | +34.6% | +15.4% |
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 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