+151.7%
JPM vs FSLY
-52.1%
+203.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.7% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | -1.1% | -6.4% | +5.3% | -1.0% |
| 3M | +14.1% | +10.9% | +3.3% | +12.8% |
| 6M | +23.3% | +6.7% | +16.6% | +20.1% |
| YTD | +11.3% | +111.1% | -99.8% | +2.0% |
| 1Y | +23.0% | +185.8% | -162.8% | +8.8% |
| 3Y | +162.6% | -6.6% | +169.1% | +143.3% |
| All | +151.7% | -52.1% | +203.7% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling