+2.0%
ISRG vs FSLY
-55.9%
+57.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -1.6% | -10.6% | +9.1% | -0.6% |
| 30D | -2.3% | -20.9% | +18.6% | -0.6% |
| 3M | -12.4% | +3.4% | -15.9% | -13.5% |
| 6M | -26.8% | +2.7% | -29.6% | -30.1% |
| YTD | -35.3% | +102.3% | -137.5% | -44.4% |
| 1Y | -19.3% | +182.1% | -201.4% | -35.1% |
| 3Y | +18.1% | -14.6% | +32.7% | +6.4% |
| All | +2.0% | -55.9% | +57.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling