-39.8%
INSM vs FCUV
-98.1%
+58.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.5% | +12.8% | +5.3% |
| 7D | +13.4% | -8.6% | +22.0% | +13.4% |
| 30D | +5.9% | -25.9% | +31.9% | +5.8% |
| 3M | +11.4% | -69.8% | +81.2% | +11.2% |
| 6M | -21.4% | -31.6% | +10.2% | -20.2% |
| YTD | -36.8% | -90.1% | +53.3% | -34.1% |
| 1Y | -39.8% | -98.0% | +58.2% | -33.1% |
| All | -39.8% | -98.1% | +58.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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