-11.2%
INSM vs FANG
+52.7%
-63.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.5% | +2.9% | -0.4% | +1.9% |
| 30D | -2.2% | +2.6% | -4.8% | -2.7% |
| 3M | +33.8% | +7.6% | +26.2% | +31.8% |
| 6M | -7.2% | +17.3% | -24.5% | -9.0% |
| YTD | -25.6% | +38.7% | -64.3% | -27.6% |
| 1Y | -11.2% | +51.6% | -62.9% | -11.6% |
| All | -11.2% | +52.7% | -63.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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