-50.1%
ZTS vs FSLY
+205.2%
-255.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.6% |
| 7D | -3.8% | +11.2% | -14.9% | -4.2% |
| 30D | -2.0% | -18.2% | +16.1% | -1.3% |
| 3M | -10.2% | +21.9% | -32.1% | -11.7% |
| 6M | -39.4% | +4.0% | -43.4% | -38.4% |
| YTD | -40.8% | +123.1% | -163.9% | -39.2% |
| 1Y | -50.1% | +196.9% | -247.0% | -49.0% |
| All | -50.1% | +205.2% | -255.4% | -49.0% |
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