-59.5%
ZTS vs FSLY
-68.1%
+8.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -0.6% | -22.9% | +22.3% | +1.1% |
| 30D | +11.0% | -44.6% | +55.5% | +15.2% |
| 3M | +10.9% | -41.5% | +52.4% | +14.0% |
| 6M | +0.9% | -20.8% | +21.7% | +0.5% |
| YTD | -33.0% | +59.5% | -92.5% | -37.8% |
| 1Y | -29.6% | +36.1% | -65.7% | -33.8% |
| 3Y | -49.0% | -1.0% | -48.1% | -53.4% |
| 5Y | -59.5% | -66.9% | +7.4% | -63.0% |
| All | -59.5% | -68.1% | +8.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling