+779.3%
PANW vs FSLY
+7.7%
+771.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.6% |
| 7D | -0.8% | +12.5% | -13.3% | -2.4% |
| 30D | -14.6% | -18.8% | +4.3% | -12.3% |
| 3M | +18.3% | +22.7% | -4.4% | +14.6% |
| 6M | +100.5% | -3.7% | +104.2% | +93.0% |
| YTD | +79.5% | +127.5% | -48.0% | +47.8% |
| 1Y | +66.7% | +193.5% | -126.8% | +29.7% |
| 3Y | +161.2% | -1.3% | +162.6% | +124.0% |
| 5Y | +322.2% | -47.3% | +369.5% | +260.6% |
| All | +779.3% | +7.7% | +771.6% | +480.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling