+33,078.3%
FIX vs INSM
-21.1%
+33,099.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +6.0% | +6.5% | -0.5% | +5.7% |
| 30D | -7.2% | +27.5% | -34.8% | -8.8% |
| 3M | -15.9% | +20.4% | -36.2% | -17.0% |
| 6M | +12.7% | -15.7% | +28.5% | +13.2% |
| YTD | +72.8% | -27.4% | +100.2% | +74.8% |
| 1Y | +122.9% | -11.4% | +134.3% | +122.5% |
| 3Y | +774.3% | +457.8% | +316.5% | +668.2% |
| 5Y | +2,049.5% | +343.0% | +1,706.5% | +1,792.2% |
| 10Y | +5,821.5% | +848.1% | +4,973.3% | +4,704.5% |
| All | +33,078.3% | -21.1% | +33,099.4% | +25,955.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling