+2,072.5%
FTNT vs INSM
+884.9%
+1,187.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.9% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | -3.0% | -2.2% | -0.8% | -2.9% |
| 3M | +7.6% | +33.8% | -26.2% | +4.8% |
| 6M | +87.0% | -7.2% | +94.1% | +85.6% |
| YTD | +96.5% | -25.6% | +122.2% | +98.5% |
| 1Y | +92.9% | -11.2% | +104.2% | +91.4% |
| 3Y | +139.8% | +388.3% | -248.5% | +96.9% |
| 5Y | +151.3% | +376.6% | -225.3% | +102.2% |
| All | +2,072.5% | +884.9% | +1,187.6% | +1,661.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling