-58.5%
FIG vs INSM
-11.6%
-46.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +5.2% |
| 7D | -3.8% | +2.5% | -6.3% | -3.3% |
| 30D | -2.3% | -2.2% | -0.1% | -2.4% |
| 3M | +20.0% | +33.8% | -13.8% | +29.8% |
| 6M | -16.7% | -7.2% | -9.5% | -11.8% |
| YTD | -37.9% | -25.6% | -12.3% | -33.7% |
| 1Y | -58.5% | -11.2% | -47.3% | -58.5% |
| All | -58.5% | -11.6% | -46.9% | -58.5% |
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