+1,033.9%
FLEX vs INSM
+868.6%
+165.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -4.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -11.8% | -4.0% | -7.8% | -11.5% |
| 3M | -22.6% | +38.5% | -61.1% | -25.5% |
| 6M | +77.3% | -11.5% | +88.8% | +77.2% |
| YTD | +78.8% | -26.9% | +105.6% | +81.9% |
| 1Y | +86.1% | -12.8% | +98.8% | +84.9% |
| 3Y | +446.2% | +384.7% | +61.5% | +329.0% |
| 5Y | +689.7% | +368.8% | +320.9% | +505.0% |
| All | +1,033.9% | +868.6% | +165.3% | +730.4% |
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 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