+229.8%
FLEX vs INSM
-26.2%
+256.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +17.1% | +8.6% | +8.5% | +16.3% |
| 30D | -29.5% | +22.0% | -51.5% | -30.7% |
| 3M | -37.3% | -10.7% | -26.5% | -36.8% |
| 6M | -44.1% | +1.8% | -45.9% | -44.5% |
| YTD | +29.3% | -32.2% | +61.5% | +31.6% |
| 1Y | +24.2% | -39.3% | +63.4% | +27.2% |
| 3Y | +297.3% | +397.1% | -99.8% | +230.4% |
| 5Y | +446.2% | +270.6% | +175.6% | +357.9% |
| 10Y | +643.7% | +717.1% | -73.4% | +451.9% |
| All | +229.8% | -26.2% | +256.0% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling