+14.1%
QCOM vs FSLY
-67.3%
+81.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | +4.3% | +4.9% | -0.6% | +3.7% |
| 30D | -0.1% | -33.5% | +33.4% | +4.4% |
| 3M | +5.2% | -44.6% | +49.9% | +11.2% |
| 6M | -18.4% | -9.2% | -9.1% | -18.9% |
| YTD | +2.4% | +63.3% | -60.9% | -11.9% |
| 1Y | +0.9% | +45.3% | -44.4% | -11.9% |
| 3Y | +48.4% | +3.7% | +44.6% | +23.6% |
| All | +14.1% | -67.3% | +81.4% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling