-63.2%
FLUT vs INSM
-40.6%
-22.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.7% | -2.0% |
| 7D | +4.2% | +13.4% | -9.3% | +4.9% |
| 30D | +8.0% | +5.9% | +2.1% | +8.3% |
| 3M | -22.1% | +11.4% | -33.5% | -21.5% |
| 6M | -21.7% | -21.4% | -0.3% | -23.0% |
| YTD | -62.0% | -36.8% | -25.2% | -62.7% |
| 1Y | -63.2% | -39.8% | -23.3% | -65.3% |
| All | -63.2% | -40.6% | -22.5% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling