+478.1%
FLEX vs INSM
+367.2%
+110.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.4% |
| 7D | +7.0% | +2.8% | +4.2% | +6.8% |
| 30D | -5.8% | -4.7% | -1.1% | -5.6% |
| 3M | -24.2% | +32.6% | -56.8% | -25.2% |
| 6M | +90.8% | -10.9% | +101.7% | +90.6% |
| YTD | +89.2% | -28.2% | +117.4% | +90.5% |
| 1Y | +104.7% | -14.9% | +119.6% | +104.2% |
| 3Y | +478.1% | +375.6% | +102.5% | +452.8% |
| All | +478.1% | +367.2% | +110.9% | +452.8% |
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 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