+362.2%
FLEX vs INSM
-21.1%
+383.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.9% | +6.5% | -7.4% | -1.4% |
| 30D | -10.1% | +27.5% | -37.7% | -12.2% |
| 3M | -31.3% | +20.4% | -51.7% | -32.6% |
| 6M | +71.3% | -15.7% | +87.0% | +71.9% |
| YTD | +81.2% | -27.4% | +108.7% | +83.8% |
| 1Y | +98.5% | -11.4% | +109.9% | +97.5% |
| 3Y | +428.2% | +457.8% | -29.6% | +335.0% |
| 5Y | +657.3% | +343.0% | +314.3% | +525.9% |
| 10Y | +995.9% | +848.1% | +147.8% | +704.3% |
| All | +362.2% | -21.1% | +383.3% | +183.9% |
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