+1,315.5%
FERG vs INSM
+1,551.3%
-235.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | -15.1% | -4.4% | -10.6% | -15.0% |
| 3M | -4.8% | +30.0% | -34.9% | -5.5% |
| 6M | -2.5% | -10.0% | +7.6% | -2.5% |
| YTD | +1.8% | -26.0% | +27.8% | +2.1% |
| 1Y | -0.3% | -12.5% | +12.2% | -0.4% |
| 3Y | +52.9% | +390.5% | -337.6% | +47.0% |
| 5Y | +69.3% | +357.7% | -288.4% | +62.0% |
| 10Y | +352.7% | +877.2% | -524.5% | +327.7% |
| All | +1,315.5% | +1,551.3% | -235.8% | +1,217.4% |
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