+7.9%
QCOM vs FSLY
+181.7%
-173.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +3.3% | -10.6% | +14.0% | +3.4% |
| 30D | +7.7% | -20.9% | +28.6% | +7.9% |
| 3M | -30.1% | +3.4% | -33.5% | -30.1% |
| 6M | +22.8% | +2.7% | +20.1% | +22.1% |
| YTD | +0.2% | +102.3% | -102.1% | -0.3% |
| 1Y | +7.9% | +182.1% | -174.2% | +8.7% |
| All | +7.9% | +181.7% | -173.8% | +8.7% |
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