-51.1%
FIS vs INSM
-40.6%
-10.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.3% | -29.0% | -23.4% |
| 7D | -18.4% | +13.4% | -31.8% | -18.1% |
| 30D | -11.4% | +5.9% | -17.3% | -11.2% |
| 3M | -32.0% | +11.4% | -43.4% | -31.9% |
| 6M | -35.6% | -21.4% | -14.2% | -36.5% |
| YTD | -53.8% | -36.8% | -17.0% | -54.3% |
| 1Y | -51.1% | -39.8% | -11.3% | -51.4% |
| All | -51.1% | -40.6% | -10.4% | -51.4% |
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 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