-38.8%
FIS vs INSM
+416.0%
-454.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +4.2% |
| 7D | +2.8% | +5.9% | -3.1% | +2.9% |
| 30D | -16.7% | +23.9% | -40.6% | -16.5% |
| 3M | -32.3% | -4.1% | -28.2% | -32.2% |
| 6M | -29.1% | +2.7% | -31.7% | -29.0% |
| YTD | -54.1% | -30.4% | -23.8% | -54.2% |
| 1Y | -53.7% | -36.6% | -17.2% | -53.8% |
| 3Y | -38.8% | +406.9% | -445.8% | -36.4% |
| All | -38.8% | +416.0% | -454.9% | -36.4% |
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 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