+303.1%
FLEX vs INSM
+414.3%
-111.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +2.2% | +9.8% | -7.5% | +1.8% |
| 30D | -32.6% | +22.5% | -55.2% | -33.3% |
| 3M | -35.5% | -8.9% | -26.6% | -35.3% |
| 6M | -45.6% | +16.2% | -61.8% | -46.1% |
| YTD | +30.7% | -30.6% | +61.3% | +31.6% |
| 1Y | +28.4% | -37.7% | +66.0% | +29.7% |
| All | +303.1% | +414.3% | -111.2% | +285.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling