+3,553.2%
FIX vs INSM
+729.9%
+2,823.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.6% |
| 7D | +9.4% | +5.9% | +3.5% | +8.9% |
| 30D | -27.8% | +23.9% | -51.7% | -29.2% |
| 3M | -35.6% | -4.1% | -31.5% | -35.5% |
| 6M | -45.2% | +2.7% | -47.9% | -45.8% |
| YTD | +19.5% | -30.4% | +49.9% | +21.6% |
| 1Y | +24.2% | -36.6% | +60.8% | +27.2% |
| 3Y | +494.2% | +406.9% | +87.2% | +396.4% |
| 5Y | +1,036.1% | +280.3% | +755.8% | +853.5% |
| All | +3,553.2% | +729.9% | +2,823.3% | +2,813.5% |
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