+92.9%
FTNT vs INSM
-11.6%
+104.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.5% |
| 7D | -0.1% | +2.5% | -2.6% | +0.2% |
| 30D | -3.0% | -2.2% | -0.8% | -3.1% |
| 3M | +7.6% | +33.8% | -26.2% | +12.7% |
| 6M | +87.0% | -7.2% | +94.1% | +87.5% |
| YTD | +96.5% | -25.6% | +122.2% | +99.6% |
| 1Y | +92.9% | -11.2% | +104.2% | +95.7% |
| All | +92.9% | -11.6% | +104.6% | +95.7% |
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