+128.1%
FIX vs INSM
-12.3%
+140.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.4% |
| 7D | +3.5% | +1.7% | +1.8% | +3.3% |
| 30D | -3.5% | -4.4% | +0.9% | -3.1% |
| 3M | -11.8% | +30.0% | -41.8% | -14.9% |
| 6M | +17.8% | -10.0% | +27.8% | +19.7% |
| YTD | +73.3% | -26.0% | +99.3% | +76.6% |
| 1Y | +128.1% | -12.5% | +140.6% | +143.8% |
| All | +128.1% | -12.3% | +140.4% | +143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling