+948.1%
FIX vs INSM
+241.5%
+706.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.3% | +5.1% |
| 7D | -17.5% | +1.6% | -19.1% | -17.6% |
| 30D | -41.6% | +12.5% | -54.0% | -42.1% |
| 3M | -40.6% | -13.7% | -26.9% | -40.1% |
| 6M | -49.4% | -16.5% | -32.8% | -49.2% |
| YTD | +9.2% | -34.3% | +43.4% | +11.1% |
| 1Y | +6.5% | -38.4% | +44.8% | +8.6% |
| 3Y | +448.7% | +379.9% | +68.8% | +399.7% |
| All | +948.1% | +241.5% | +706.6% | +889.0% |
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