+1,063.3%
JBL vs FSLY
-4.2%
+1,067.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +3.0% | -10.6% | +13.7% | +4.3% |
| 30D | -8.3% | -20.9% | +12.6% | -6.3% |
| 3M | -16.9% | +3.4% | -20.3% | -17.8% |
| 6M | +21.8% | +2.7% | +19.0% | +17.7% |
| YTD | +36.3% | +102.3% | -66.0% | +18.8% |
| 1Y | +49.5% | +182.1% | -132.5% | +23.2% |
| 3Y | +170.6% | -14.6% | +185.2% | +143.7% |
| 5Y | +408.4% | -55.9% | +464.3% | +350.4% |
| All | +1,063.3% | -4.2% | +1,067.6% | +669.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling