-50.9%
FLUT vs INSM
+358.0%
-408.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.4% |
| 7D | -2.6% | +1.7% | -4.3% | -2.6% |
| 30D | +5.4% | -4.4% | +9.8% | +5.4% |
| 3M | -10.8% | +30.0% | -40.8% | -11.2% |
| 6M | -9.2% | -10.0% | +0.8% | -9.2% |
| YTD | -53.8% | -26.0% | -27.8% | -53.6% |
| 1Y | -66.0% | -12.5% | -53.5% | -66.0% |
| 3Y | -44.7% | +390.5% | -435.1% | -45.8% |
| All | -50.9% | +358.0% | -408.9% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling