+325.6%
JCI vs FSLY
-20.0%
+345.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +8.4% | +11.8% | -3.3% | +7.6% |
| 30D | -8.9% | -36.5% | +27.6% | -6.2% |
| 3M | -6.4% | -39.7% | +33.3% | -3.9% |
| 6M | +1.6% | -9.7% | +11.3% | +1.1% |
| YTD | +20.1% | +68.9% | -48.8% | +10.7% |
| 1Y | +17.2% | +44.5% | -27.2% | +9.3% |
| 3Y | +190.7% | +4.8% | +185.9% | +165.0% |
| 5Y | +99.9% | -66.0% | +165.9% | +80.9% |
| All | +325.6% | -20.0% | +345.7% | +236.1% |
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