+110.8%
JNJ vs FSLY
+2.5%
+108.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.8% |
| 7D | +3.5% | +4.9% | -1.4% | +3.5% |
| 30D | +12.5% | -33.5% | +46.1% | +12.4% |
| 3M | +9.6% | -44.6% | +54.2% | +9.5% |
| 6M | +25.3% | -9.2% | +34.6% | +25.2% |
| YTD | +40.3% | +63.3% | -23.0% | +39.5% |
| 1Y | +49.6% | +45.3% | +4.4% | +48.7% |
| 3Y | +110.8% | +3.7% | +107.0% | +108.7% |
| All | +110.8% | +2.5% | +108.3% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling