-39.8%
INSM vs FSLY
+161.0%
-200.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +13.4% | -22.2% | +35.6% | +14.1% |
| 30D | +5.9% | -19.1% | +25.1% | +6.4% |
| 3M | +11.4% | -15.7% | +27.1% | +10.8% |
| 6M | -21.4% | -23.5% | +2.0% | -20.5% |
| YTD | -36.8% | +106.6% | -143.4% | -35.3% |
| 1Y | -39.8% | +164.3% | -204.1% | -38.4% |
| All | -39.8% | +161.0% | -200.8% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling