+239.9%
FIS vs INSM
+111.4%
+128.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +4.0% |
| 7D | +2.8% | +5.9% | -3.1% | +2.6% |
| 30D | -16.7% | +23.9% | -40.6% | -17.6% |
| 3M | -32.3% | -4.1% | -28.2% | -32.3% |
| 6M | -29.1% | +2.7% | -31.7% | -29.5% |
| YTD | -54.1% | -30.4% | -23.8% | -53.8% |
| 1Y | -53.7% | -36.6% | -17.2% | -53.2% |
| 3Y | -38.8% | +406.9% | -445.8% | -45.4% |
| 5Y | -71.1% | +280.3% | -351.4% | -74.1% |
| 10Y | -53.1% | +738.5% | -791.6% | -60.9% |
| All | +239.9% | +111.4% | +128.5% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling