+531.6%
FAST vs INSM
+812.9%
-281.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +1.3% | +2.8% | -1.5% | +1.1% |
| 30D | -4.7% | -4.7% | 0.0% | -4.5% |
| 3M | +7.9% | +32.6% | -24.7% | +5.8% |
| 6M | +7.4% | -10.9% | +18.3% | +7.4% |
| YTD | +25.1% | -28.2% | +53.3% | +26.5% |
| 1Y | +4.7% | -14.9% | +19.6% | +4.6% |
| 3Y | +94.7% | +375.6% | -280.9% | +70.5% |
| 5Y | +106.8% | +349.1% | -242.3% | +78.3% |
| All | +531.6% | +812.9% | -281.3% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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