+136.1%
JNJ vs FSLY
+5.6%
+130.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.3% | +7.5% | -11.9% | -4.4% |
| 30D | +3.0% | -21.1% | +24.1% | +3.3% |
| 3M | +12.2% | +21.8% | -9.5% | +11.7% |
| 6M | +10.5% | -0.1% | +10.6% | +9.8% |
| YTD | +30.8% | +123.1% | -92.3% | +27.5% |
| 1Y | +54.9% | +208.6% | -153.6% | +49.8% |
| 3Y | +80.7% | -1.3% | +81.9% | +77.1% |
| 5Y | +83.4% | -48.4% | +131.8% | +80.2% |
| All | +136.1% | +5.6% | +130.5% | +108.8% |
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