-41.2%
FIS vs INSM
+884.9%
-926.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -9.0% | +2.5% | -11.4% | -9.1% |
| 30D | -9.0% | -2.2% | -6.8% | -9.0% |
| 3M | -0.5% | +33.8% | -34.3% | -2.6% |
| 6M | -23.1% | -7.2% | -15.9% | -23.4% |
| YTD | -41.5% | -25.6% | -15.8% | -41.0% |
| 1Y | -42.2% | -11.2% | -31.0% | -42.5% |
| 3Y | -26.3% | +388.3% | -414.7% | -36.5% |
| 5Y | -65.2% | +376.6% | -441.8% | -70.6% |
| All | -41.2% | +884.9% | -926.1% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling