+348.4%
FIS vs INSM
+118.0%
+230.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.8% |
| 7D | -3.5% | +2.8% | -6.2% | -3.6% |
| 30D | -7.8% | -4.7% | -3.1% | -7.7% |
| 3M | +0.8% | +32.6% | -31.8% | -0.7% |
| 6M | -21.9% | -10.9% | -11.0% | -22.0% |
| YTD | -39.5% | -28.2% | -11.3% | -39.0% |
| 1Y | -41.0% | -14.9% | -26.1% | -41.1% |
| 3Y | -23.6% | +375.6% | -399.2% | -31.4% |
| 5Y | -65.6% | +349.1% | -414.7% | -69.4% |
| 10Y | -40.2% | +796.6% | -836.8% | -50.3% |
| All | +348.4% | +118.0% | +230.4% | +238.4% |
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