+4,381.1%
FAST vs INSM
-25.3%
+4,406.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | +4.8% | +14.4% | -9.6% | +4.2% |
| 30D | +8.6% | +18.8% | -10.2% | +7.7% |
| 3M | +5.7% | -11.3% | +17.0% | +6.1% |
| 6M | +25.5% | +17.9% | +7.6% | +24.0% |
| YTD | +39.6% | -31.3% | +70.9% | +40.9% |
| 1Y | +35.5% | -37.7% | +73.2% | +37.2% |
| 3Y | +96.2% | +403.1% | -306.9% | +76.9% |
| 5Y | +110.2% | +279.3% | -169.1% | +90.0% |
| 10Y | +531.8% | +740.9% | -209.0% | +429.4% |
| All | +4,381.1% | -25.3% | +4,406.4% | +3,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling