-23.0%
ZTS vs FSLY
+5.6%
-28.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | -3.8% | +11.2% | -14.9% | -4.5% |
| 30D | -2.0% | -18.2% | +16.1% | -0.9% |
| 3M | -10.2% | +21.9% | -32.1% | -12.2% |
| 6M | -39.4% | +4.0% | -43.4% | -40.5% |
| YTD | -40.8% | +123.1% | -163.9% | -45.8% |
| 1Y | -50.1% | +196.9% | -247.0% | -55.7% |
| 3Y | -58.9% | -1.3% | -57.6% | -61.8% |
| 5Y | -62.4% | -50.2% | -12.1% | -65.6% |
| All | -23.0% | +5.6% | -28.6% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling