+368.8%
INSM vs FSLY
-50.4%
+419.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | +7.5% | -7.1% | -0.2% |
| 30D | -4.0% | -21.1% | +17.1% | -2.2% |
| 3M | +38.5% | +21.8% | +16.8% | +33.7% |
| 6M | -11.5% | -0.1% | -11.4% | -13.4% |
| YTD | -26.9% | +123.1% | -150.0% | -35.3% |
| 1Y | -12.8% | +208.6% | -221.3% | -26.9% |
| 3Y | +384.7% | -1.3% | +386.0% | +349.5% |
| 5Y | +368.8% | -48.4% | +417.2% | +357.5% |
| All | +368.8% | -50.4% | +419.2% | +357.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling