+331.6%
JCI vs FSLY
-4.2%
+335.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +3.8% | -10.6% | +14.5% | +4.6% |
| 30D | -5.7% | -20.9% | +15.2% | -4.5% |
| 3M | -1.4% | +3.4% | -4.8% | -2.2% |
| 6M | +4.1% | +2.7% | +1.4% | +1.7% |
| YTD | +21.7% | +102.3% | -80.5% | +11.5% |
| 1Y | +36.1% | +182.1% | -145.9% | +20.5% |
| 3Y | +154.4% | -14.6% | +169.0% | +136.0% |
| 5Y | +112.0% | -55.9% | +167.9% | +90.0% |
| All | +331.6% | -4.2% | +335.8% | +238.6% |
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