+4,359.0%
FAST vs INSM
-27.4%
+4,386.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.9% |
| 7D | +3.8% | +6.2% | -2.4% | +3.6% |
| 30D | +8.1% | +15.4% | -7.3% | +7.3% |
| 3M | +5.8% | -11.4% | +17.2% | +6.2% |
| 6M | +24.9% | +14.6% | +10.3% | +23.6% |
| YTD | +38.9% | -33.3% | +72.2% | +40.4% |
| 1Y | +36.5% | -38.8% | +75.3% | +38.3% |
| 3Y | +98.1% | +395.7% | -297.6% | +78.7% |
| 5Y | +109.3% | +258.9% | -149.6% | +89.6% |
| 10Y | +547.9% | +754.3% | -206.4% | +442.6% |
| All | +4,359.0% | -27.4% | +4,386.4% | +3,210.0% |
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