-23.6%
FPS vs INSM
-22.5%
-1.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.2% | -7.6% | -9.5% |
| 7D | +21.6% | +8.6% | +13.1% | +20.5% |
| 30D | -38.8% | +22.0% | -60.7% | -40.6% |
| 3M | -42.1% | -10.7% | -31.4% | -40.9% |
| 6M | -48.5% | +1.8% | -50.3% | -48.1% |
| All | -23.6% | -22.5% | -1.1% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling