-80.9%
FIG vs INSM
+22.0%
-102.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -2.6% |
| 7D | -14.5% | +1.7% | -16.2% | -14.1% |
| 30D | -13.3% | -4.4% | -8.9% | -13.8% |
| 3M | +7.4% | +30.0% | -22.6% | +15.5% |
| 6M | -27.8% | -10.0% | -17.8% | -23.8% |
| YTD | -41.1% | -26.0% | -15.1% | -37.3% |
| 1Y | -58.7% | -12.5% | -46.2% | -58.6% |
| All | -80.9% | +22.0% | -102.9% | -84.2% |
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