+2,105.4%
FIX vs INSM
+343.1%
+1,762.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +6.0% | +6.5% | -0.5% | +5.6% |
| 30D | -7.2% | +27.5% | -34.8% | -9.1% |
| 3M | -15.9% | +20.4% | -36.2% | -17.3% |
| 6M | +12.7% | -15.7% | +28.5% | +13.3% |
| YTD | +72.8% | -27.4% | +100.2% | +75.1% |
| 1Y | +122.9% | -11.4% | +134.3% | +122.5% |
| 3Y | +774.3% | +457.8% | +316.5% | +672.1% |
| All | +2,105.4% | +343.1% | +1,762.3% | +1,845.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling