+93.7%
FAST vs INSM
+359.5%
-265.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | +0.1% |
| 7D | +2.1% | +1.6% | +0.5% | +2.1% |
| 30D | +6.9% | +12.5% | -5.6% | +6.7% |
| 3M | +4.8% | -13.7% | +18.5% | +5.0% |
| 6M | +19.8% | -16.5% | +36.3% | +19.8% |
| YTD | +34.9% | -34.3% | +69.2% | +35.0% |
| 1Y | +32.8% | -38.4% | +71.2% | +32.9% |
| 3Y | +93.7% | +379.9% | -286.2% | +97.6% |
| All | +93.7% | +359.5% | -265.7% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling