+73.3%
PANW vs FSLY
+181.7%
-108.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -10.3% | -10.6% | +0.3% | -9.7% |
| 30D | -8.1% | -20.9% | +12.8% | -7.0% |
| 3M | +19.3% | +3.4% | +15.9% | +19.5% |
| 6M | +110.2% | +2.7% | +107.4% | +108.0% |
| YTD | +80.9% | +102.3% | -21.3% | +75.6% |
| 1Y | +73.3% | +182.1% | -108.8% | +63.0% |
| All | +73.3% | +181.7% | -108.4% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling