+325.2%
JCI vs FSLY
+5.6%
+319.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | +7.5% | -7.1% | -0.1% |
| 30D | -7.7% | -21.1% | +13.4% | -6.4% |
| 3M | +2.8% | +21.8% | -19.0% | +0.9% |
| 6M | +7.2% | -0.1% | +7.4% | +4.9% |
| YTD | +20.0% | +123.1% | -103.1% | +9.1% |
| 1Y | +33.3% | +208.6% | -175.3% | +17.2% |
| 3Y | +161.3% | -1.3% | +162.6% | +140.0% |
| 5Y | +108.8% | -48.4% | +157.1% | +85.5% |
| All | +325.2% | +5.6% | +319.6% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling