-26.5%
FIS vs INSM
+390.5%
-417.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.6% | -3.4% |
| 7D | -9.1% | +1.7% | -10.8% | -9.1% |
| 30D | -10.4% | -4.4% | -6.0% | -10.5% |
| 3M | -3.7% | +30.0% | -33.7% | -3.5% |
| 6M | -24.8% | -10.0% | -14.8% | -24.8% |
| YTD | -41.6% | -26.0% | -15.6% | -41.7% |
| 1Y | -42.7% | -12.5% | -30.2% | -42.7% |
| All | -26.5% | +390.5% | -417.0% | -23.2% |
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