-11.4%
INSM vs FSLY
+181.7%
-193.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +6.5% | -10.6% | +17.2% | +6.9% |
| 30D | +27.5% | -20.9% | +48.4% | +28.1% |
| 3M | +20.4% | +3.4% | +17.0% | +18.5% |
| 6M | -15.7% | +2.7% | -18.5% | -13.8% |
| YTD | -27.4% | +102.3% | -129.7% | -25.0% |
| 1Y | -11.4% | +182.1% | -193.4% | -7.9% |
| All | -11.4% | +181.7% | -193.1% | -7.9% |
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