+833.7%
INSM vs FDS
+64.8%
+768.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +2.5% | -14.0% | +16.5% | +7.5% |
| 30D | -2.2% | -6.2% | +4.1% | -0.6% |
| 3M | +33.8% | +10.2% | +23.6% | +26.5% |
| 6M | -7.2% | +27.4% | -34.6% | -19.7% |
| YTD | -25.6% | -9.3% | -16.4% | -26.1% |
| 1Y | -11.2% | -28.6% | +17.4% | -1.4% |
| 3Y | +388.3% | -36.8% | +425.2% | +459.1% |
| 5Y | +376.6% | -28.6% | +405.3% | +400.6% |
| All | +833.7% | +64.8% | +768.9% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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