-55.8%
FIG vs INSM
-11.6%
-44.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -16.3% | +6.5% | -22.8% | -15.0% |
| 30D | -14.3% | +27.5% | -41.9% | -7.8% |
| 3M | +7.2% | +20.4% | -13.2% | +14.5% |
| 6M | -18.6% | -15.7% | -2.9% | -14.2% |
| YTD | -35.5% | -27.4% | -8.0% | -31.4% |
| 1Y | -55.8% | -11.4% | -44.4% | -56.5% |
| All | -55.8% | -11.6% | -44.2% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling