+51.8%
FTNT vs INSM
-40.6%
+92.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +2.1% |
| 7D | -25.7% | +13.4% | -39.1% | -22.9% |
| 30D | -29.7% | +5.9% | -35.7% | -27.8% |
| 3M | -23.1% | +11.4% | -34.5% | -19.8% |
| 6M | +45.0% | -21.4% | +66.4% | +44.1% |
| YTD | +62.9% | -36.8% | +99.7% | +64.7% |
| 1Y | +51.8% | -39.8% | +91.6% | +50.3% |
| All | +51.8% | -40.6% | +92.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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