+2,067.0%
FLUT vs INSM
+3,275.4%
-1,208.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +3.8% | +2.8% | +1.0% | +3.8% |
| 30D | +6.3% | -4.7% | +11.0% | +6.3% |
| 3M | -4.0% | +32.6% | -36.7% | -4.4% |
| 6M | -10.3% | -10.9% | +0.6% | -10.3% |
| YTD | -53.2% | -28.2% | -24.9% | -53.1% |
| 1Y | -65.0% | -14.9% | -50.2% | -65.1% |
| 3Y | -43.9% | +375.6% | -419.5% | -45.4% |
| 5Y | -49.2% | +349.1% | -398.3% | -50.8% |
| 10Y | -9.2% | +796.6% | -805.7% | -13.9% |
| All | +2,067.0% | +3,275.4% | -1,208.4% | +1,864.7% |
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