+10.9%
QCOM vs FSLY
+187.7%
-176.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +3.1% |
| 7D | +5.1% | +3.5% | +1.6% | +5.0% |
| 30D | +4.3% | -6.4% | +10.7% | +4.3% |
| 3M | -19.6% | +10.9% | -30.5% | -19.8% |
| 6M | +29.5% | +6.7% | +22.8% | +28.7% |
| YTD | +3.4% | +111.1% | -107.7% | +2.8% |
| 1Y | +10.9% | +185.8% | -174.9% | +11.7% |
| All | +10.9% | +187.7% | -176.8% | +11.7% |
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