+328.6%
INSM vs FSLY
0.0%
+328.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.6% |
| 7D | +2.8% | +3.5% | -0.7% | +2.4% |
| 30D | -4.7% | -6.4% | +1.7% | -4.6% |
| 3M | +32.6% | +10.9% | +21.7% | +28.8% |
| 6M | -10.9% | +6.7% | -17.6% | -14.1% |
| YTD | -28.2% | +111.1% | -139.3% | -38.0% |
| 1Y | -14.9% | +185.8% | -200.6% | -30.5% |
| 3Y | +375.6% | -6.6% | +382.2% | +324.7% |
| 5Y | +349.1% | -52.4% | +401.5% | +304.0% |
| All | +328.6% | 0.0% | +328.6% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling