+3,644.4%
FIX vs INSM
+762.7%
+2,881.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -13.9% | +14.4% | -28.4% | -14.9% |
| 30D | -35.5% | +18.8% | -54.3% | -36.6% |
| 3M | -33.9% | -11.3% | -22.6% | -33.4% |
| 6M | -43.3% | +17.9% | -61.2% | -44.5% |
| YTD | +18.7% | -31.3% | +50.0% | +21.0% |
| 1Y | +13.8% | -37.7% | +51.5% | +16.7% |
| 3Y | +495.0% | +403.1% | +91.8% | +397.2% |
| 5Y | +1,049.0% | +279.3% | +769.7% | +864.2% |
| 10Y | +3,644.4% | +740.9% | +2,903.5% | +2,838.9% |
| All | +3,644.4% | +762.7% | +2,881.7% | +2,838.9% |
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