+293.3%
JPM vs FSLY
-4.2%
+297.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +0.3% | -10.6% | +10.9% | +0.9% |
| 30D | -0.2% | -20.9% | +20.7% | +0.8% |
| 3M | +15.9% | +3.4% | +12.5% | +15.1% |
| 6M | +20.9% | +2.7% | +18.2% | +18.5% |
| YTD | +12.9% | +102.3% | -89.4% | +4.9% |
| 1Y | +20.3% | +182.1% | -161.8% | +8.6% |
| 3Y | +160.9% | -14.6% | +175.5% | +145.2% |
| 5Y | +154.8% | -55.9% | +210.7% | +134.3% |
| All | +293.3% | -4.2% | +297.6% | +175.6% |
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