+701.9%
INSM vs FDS
+127.7%
+574.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +5.9% | +1.5% | +4.4% | +5.4% |
| 30D | +23.9% | +14.8% | +9.1% | +18.5% |
| 3M | -4.1% | +16.3% | -20.4% | -9.5% |
| 6M | +2.7% | +66.2% | -63.5% | -17.5% |
| YTD | -30.4% | +16.2% | -46.6% | -36.5% |
| 1Y | -36.6% | +21.8% | -58.4% | -43.2% |
| 3Y | +406.9% | -23.9% | +430.8% | +453.1% |
| 5Y | +280.3% | -23.1% | +303.4% | +305.7% |
| All | +701.9% | +127.7% | +574.2% | +404.7% |
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