+48.6%
JBL vs FSLY
+210.9%
-162.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +4.9% |
| 7D | +2.4% | +12.5% | -10.1% | +1.7% |
| 30D | -13.1% | -18.8% | +5.7% | -12.2% |
| 3M | -15.6% | +22.7% | -38.3% | -16.5% |
| 6M | +24.6% | -3.7% | +28.3% | +24.3% |
| YTD | +39.6% | +127.5% | -87.9% | +41.6% |
| 1Y | +48.6% | +193.5% | -144.9% | +48.2% |
| All | +48.6% | +210.9% | -162.3% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling