+48.4%
QCOM vs FSLY
+2.5%
+45.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.4% |
| 7D | +4.3% | +4.9% | -0.6% | +3.9% |
| 30D | -0.1% | -33.5% | +33.4% | +2.6% |
| 3M | +5.2% | -44.6% | +49.9% | +8.6% |
| 6M | -18.4% | -9.2% | -9.1% | -18.2% |
| YTD | +2.4% | +63.3% | -60.9% | -4.6% |
| 1Y | +0.9% | +45.3% | -44.4% | -5.1% |
| 3Y | +48.4% | +3.7% | +44.6% | +26.3% |
| All | +48.4% | +2.5% | +45.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling