-22.6%
FPS vs INSM
-27.8%
+5.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.3% | -22.6% | -17.9% |
| 7D | -23.3% | +13.4% | -36.8% | -25.0% |
| 30D | -42.4% | +5.9% | -48.4% | -43.0% |
| 3M | -43.0% | +11.4% | -54.4% | -44.8% |
| 6M | -44.5% | -21.4% | -23.0% | -41.2% |
| All | -22.6% | -27.8% | +5.2% | -16.8% |
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