-75.4%
JBLU vs FSLY
+5.6%
-81.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.8% | -3.6% |
| 7D | -5.6% | +11.2% | -16.8% | -6.6% |
| 30D | -22.3% | -18.2% | -4.2% | -21.0% |
| 3M | -11.0% | +21.9% | -32.9% | -13.4% |
| 6M | -3.1% | +4.0% | -7.1% | -7.0% |
| YTD | -3.7% | +123.1% | -126.8% | -17.3% |
| 1Y | -14.8% | +196.9% | -211.6% | -30.3% |
| 3Y | -15.4% | -1.3% | -14.2% | -26.2% |
| 5Y | -71.4% | -50.2% | -21.2% | -76.9% |
| All | -75.4% | +5.6% | -81.0% | -80.5% |
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 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