+25.0%
FLEX vs INSM
-40.6%
+65.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.3% | -17.7% | -12.5% |
| 7D | -17.0% | +13.4% | -30.4% | -17.7% |
| 30D | -33.8% | +5.9% | -39.8% | -34.1% |
| 3M | -39.0% | +11.4% | -50.4% | -39.5% |
| 6M | -15.9% | -21.4% | +5.5% | -15.8% |
| YTD | +27.8% | -36.8% | +64.6% | +27.0% |
| 1Y | +25.0% | -39.8% | +64.8% | +15.8% |
| All | +25.0% | -40.6% | +65.6% | +15.8% |
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