-80.8%
FIG vs INSM
+20.6%
-101.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.3% |
| 7D | -12.2% | +0.5% | -12.7% | -12.1% |
| 30D | -11.0% | -4.0% | -7.0% | -11.4% |
| 3M | +11.9% | +38.5% | -26.7% | +20.8% |
| 6M | -21.9% | -11.5% | -10.4% | -17.7% |
| YTD | -40.8% | -26.9% | -13.9% | -37.1% |
| 1Y | -56.6% | -12.8% | -43.9% | -56.8% |
| All | -80.8% | +20.6% | -101.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling