+50.4%
FERG vs INSM
+392.8%
-342.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -2.6% | +2.5% | -5.0% | -2.6% |
| 30D | -8.9% | -2.2% | -6.7% | -8.9% |
| 3M | -2.0% | +33.8% | -35.8% | -2.8% |
| 6M | -3.2% | -7.2% | +4.0% | -3.2% |
| YTD | +1.5% | -25.6% | +27.1% | +1.8% |
| 1Y | +0.5% | -11.2% | +11.7% | +0.4% |
| 3Y | +50.4% | +388.3% | -337.9% | +54.2% |
| All | +50.4% | +392.8% | -342.4% | +54.2% |
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 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