+114.4%
NFLX vs FSLY
+5.6%
+108.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.1% | +7.5% | -15.6% | -8.9% |
| 30D | +1.6% | -21.1% | +22.7% | +4.2% |
| 3M | -7.3% | +21.8% | -29.1% | -10.7% |
| 6M | -21.6% | -0.1% | -21.5% | -25.8% |
| YTD | -18.9% | +123.1% | -142.0% | -34.3% |
| 1Y | -39.1% | +208.6% | -247.6% | -54.2% |
| 3Y | +71.7% | -1.3% | +72.9% | +43.9% |
| 5Y | +27.0% | -48.4% | +75.3% | +5.1% |
| All | +114.4% | +5.6% | +108.8% | +42.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling