-23.4%
ZTS vs FSLY
+5.6%
-29.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +7.5% | -12.0% | -5.0% |
| 30D | -3.3% | -21.1% | +17.8% | -1.9% |
| 3M | -9.7% | +21.8% | -31.5% | -11.7% |
| 6M | -38.8% | -0.1% | -38.7% | -39.8% |
| YTD | -41.2% | +123.1% | -164.3% | -46.1% |
| 1Y | -50.3% | +208.6% | -258.9% | -56.0% |
| 3Y | -59.1% | -1.3% | -57.9% | -62.0% |
| 5Y | -62.8% | -48.4% | -14.4% | -66.1% |
| All | -23.4% | +5.6% | -29.1% | -39.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling