-58.7%
ZTS vs FSLY
-7.5%
-51.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.3% | -3.2% |
| 7D | -4.8% | +3.5% | -8.2% | -5.0% |
| 30D | +1.2% | -6.4% | +7.6% | +1.3% |
| 3M | -6.0% | +10.9% | -16.9% | -7.2% |
| 6M | -38.7% | +6.7% | -45.4% | -38.9% |
| YTD | -40.6% | +111.1% | -151.7% | -42.5% |
| 1Y | -50.6% | +185.8% | -236.4% | -53.3% |
| 3Y | -58.7% | -6.6% | -52.2% | -62.0% |
| All | -58.7% | -7.5% | -51.3% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling