+151.0%
FITB vs INSM
-21.1%
+172.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.6% | +6.5% | -5.9% | +0.2% |
| 30D | -4.7% | +27.5% | -32.3% | -6.4% |
| 3M | +6.7% | +20.4% | -13.7% | +5.1% |
| 6M | +12.6% | -15.7% | +28.3% | +12.8% |
| YTD | +19.1% | -27.4% | +46.6% | +20.3% |
| 1Y | +22.6% | -11.4% | +34.0% | +22.2% |
| 3Y | +127.1% | +457.8% | -330.7% | +96.5% |
| 5Y | +71.8% | +343.0% | -271.2% | +49.0% |
| 10Y | +287.2% | +848.1% | -560.9% | +210.1% |
| All | +151.0% | -21.1% | +172.1% | +88.1% |
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