+516.4%
FISV vs INSM
-20.5%
+536.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -7.2% | +0.5% | -7.7% | -7.2% |
| 30D | -7.2% | -4.0% | -3.2% | -7.1% |
| 3M | -8.2% | +38.5% | -46.7% | -9.7% |
| 6M | -17.7% | -11.5% | -6.2% | -17.8% |
| YTD | -27.2% | -26.9% | -0.3% | -26.7% |
| 1Y | -63.0% | -12.8% | -50.2% | -63.1% |
| 3Y | -59.8% | +384.7% | -444.5% | -63.6% |
| 5Y | -55.8% | +368.8% | -424.6% | -60.4% |
| 10Y | -2.4% | +865.7% | -868.1% | -17.7% |
| All | +516.4% | -20.5% | +536.9% | +359.8% |
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