+5,993.3%
FIX vs INSM
+801.7%
+5,191.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +6.1% | +2.8% | +3.3% | +5.8% |
| 30D | -2.7% | -4.7% | +2.1% | -2.3% |
| 3M | -10.9% | +32.6% | -43.6% | -13.5% |
| 6M | +29.0% | -10.9% | +39.9% | +29.1% |
| YTD | +76.9% | -28.2% | +105.1% | +80.1% |
| 1Y | +130.7% | -14.9% | +145.6% | +130.8% |
| 3Y | +790.7% | +375.6% | +415.1% | +647.3% |
| 5Y | +2,185.6% | +349.1% | +1,836.5% | +1,784.6% |
| 10Y | +5,993.3% | +796.6% | +5,196.7% | +4,626.8% |
| All | +5,993.3% | +801.7% | +5,191.6% | +4,626.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling