+138.6%
JNJ vs FSLY
0.0%
+138.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.3% |
| 7D | -0.8% | +3.5% | -4.2% | -0.8% |
| 30D | +4.3% | -6.4% | +10.7% | +4.3% |
| 3M | +16.5% | +10.9% | +5.6% | +16.1% |
| 6M | +13.1% | +6.7% | +6.4% | +12.3% |
| YTD | +32.1% | +111.1% | -79.0% | +28.9% |
| 1Y | +54.5% | +185.8% | -131.3% | +49.6% |
| 3Y | +82.5% | -6.6% | +89.1% | +79.1% |
| 5Y | +80.0% | -52.4% | +132.4% | +77.1% |
| All | +138.6% | 0.0% | +138.6% | +111.1% |
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