+98.5%
FLEX vs INSM
-11.6%
+110.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.9% | +6.5% | -7.4% | -1.1% |
| 30D | -10.1% | +27.5% | -37.7% | -11.0% |
| 3M | -31.3% | +20.4% | -51.7% | -31.9% |
| 6M | +71.3% | -15.7% | +87.0% | +69.7% |
| YTD | +81.2% | -27.4% | +108.7% | +78.8% |
| 1Y | +98.5% | -11.4% | +109.9% | +89.5% |
| All | +98.5% | -11.6% | +110.1% | +89.5% |
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