+191.0%
JBL vs FSLY
-0.4%
+191.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | +4.0% | +11.2% | -7.2% | +3.0% |
| 30D | -7.5% | -18.2% | +10.7% | -5.9% |
| 3M | -14.1% | +21.9% | -36.0% | -15.9% |
| 6M | +25.9% | +4.0% | +21.9% | +22.9% |
| YTD | +36.7% | +123.1% | -86.4% | +24.3% |
| 1Y | +49.0% | +196.9% | -147.9% | +29.2% |
| All | +191.0% | -0.4% | +191.4% | +201.5% |
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