+22,836.2%
FIX vs INSM
-27.4%
+22,863.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.3% |
| 7D | -7.2% | +6.2% | -13.5% | -7.6% |
| 30D | -35.1% | +15.4% | -50.5% | -35.7% |
| 3M | -34.3% | -11.4% | -22.8% | -33.9% |
| 6M | -42.9% | +14.6% | -57.5% | -43.7% |
| YTD | +19.5% | -33.3% | +52.7% | +21.2% |
| 1Y | +16.8% | -38.8% | +55.6% | +18.9% |
| 3Y | +506.7% | +395.7% | +111.0% | +436.7% |
| 5Y | +1,046.7% | +258.9% | +787.8% | +920.0% |
| 10Y | +3,800.0% | +754.3% | +3,045.7% | +3,080.6% |
| All | +22,836.2% | -27.4% | +22,863.7% | +17,967.4% |
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