+796.1%
PANW vs FSLY
0.0%
+796.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.5% |
| 7D | -6.9% | +3.5% | -10.4% | -7.4% |
| 30D | -7.4% | -6.4% | -1.0% | -6.8% |
| 3M | +26.5% | +10.9% | +15.6% | +24.3% |
| 6M | +104.2% | +6.7% | +97.5% | +93.6% |
| YTD | +82.9% | +111.1% | -28.2% | +52.2% |
| 1Y | +70.7% | +185.8% | -115.0% | +33.2% |
| 3Y | +170.9% | -6.6% | +177.5% | +134.0% |
| 5Y | +334.1% | -52.4% | +386.5% | +276.1% |
| All | +796.1% | 0.0% | +796.2% | +497.9% |
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 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