+884.4%
INSM vs FCUV
-95.9%
+980.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | +0.5% | -72.0% | +72.4% | +0.6% |
| 30D | -4.0% | -8.0% | +4.0% | -4.0% |
| 3M | +38.5% | +66.3% | -27.7% | +37.7% |
| 6M | -11.5% | -75.3% | +63.8% | -11.7% |
| YTD | -26.9% | -83.0% | +56.1% | -27.0% |
| 1Y | -12.8% | -94.7% | +81.9% | -12.7% |
| 3Y | +384.7% | -99.3% | +484.0% | +384.9% |
| 5Y | +368.8% | -99.9% | +468.7% | +370.2% |
| 10Y | +865.7% | -98.6% | +964.3% | +854.3% |
| All | +884.4% | -95.9% | +980.2% | +878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling