-42.2%
FIS vs INSM
-11.6%
-30.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -9.0% | +2.5% | -11.4% | -8.9% |
| 30D | -9.0% | -2.2% | -6.8% | -9.0% |
| 3M | -0.5% | +33.8% | -34.3% | -0.6% |
| 6M | -23.1% | -7.2% | -15.9% | -23.9% |
| YTD | -41.5% | -25.6% | -15.8% | -41.5% |
| 1Y | -42.2% | -11.2% | -31.0% | -44.4% |
| All | -42.2% | -11.6% | -30.6% | -44.4% |
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