-30.0%
ZTS vs FSLY
+41.0%
-71.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.0% | +11.8% | -10.7% | +0.5% |
| 30D | +12.4% | -36.5% | +49.0% | +14.2% |
| 3M | +13.6% | -39.7% | +53.3% | +15.2% |
| 6M | +9.3% | -9.7% | +19.0% | +7.8% |
| YTD | -32.6% | +68.9% | -101.4% | -28.6% |
| 1Y | -30.0% | +44.5% | -74.5% | -23.6% |
| All | -30.0% | +41.0% | -71.1% | -23.6% |
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