+651.7%
FLEX vs INSM
+750.4%
-98.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +2.2% | +9.8% | -7.5% | +1.3% |
| 30D | -32.6% | +22.5% | -55.2% | -34.1% |
| 3M | -35.5% | -8.9% | -26.6% | -35.1% |
| 6M | -45.6% | +16.2% | -61.8% | -46.9% |
| YTD | +30.7% | -30.6% | +61.3% | +33.5% |
| 1Y | +28.4% | -37.7% | +66.0% | +32.2% |
| 3Y | +301.7% | +408.4% | -106.8% | +212.5% |
| 5Y | +473.3% | +279.6% | +193.7% | +350.3% |
| 10Y | +651.7% | +735.6% | -83.9% | +455.6% |
| All | +651.7% | +750.4% | -98.6% | +455.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling