+344.1%
INSM vs FSLY
+7.7%
+336.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | +2.5% | +12.5% | -10.0% | +1.1% |
| 30D | -2.2% | -18.8% | +16.7% | -0.3% |
| 3M | +33.8% | +22.7% | +11.1% | +28.5% |
| 6M | -7.2% | -3.7% | -3.5% | -9.4% |
| YTD | -25.6% | +127.5% | -153.1% | -36.3% |
| 1Y | -11.2% | +193.5% | -204.8% | -27.6% |
| 3Y | +388.3% | -1.3% | +389.7% | +333.9% |
| 5Y | +376.6% | -47.3% | +424.0% | +323.6% |
| All | +344.1% | +7.7% | +336.4% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling