+386.0%
INSM vs FDS
-32.7%
+418.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +2.9% |
| 7D | +1.7% | -8.8% | +10.5% | +1.0% |
| 30D | -4.4% | -1.4% | -3.0% | -4.4% |
| 3M | +30.0% | +13.9% | +16.2% | +31.5% |
| 6M | -10.0% | +27.4% | -37.4% | -8.6% |
| YTD | -26.0% | -2.5% | -23.5% | -22.6% |
| 1Y | -12.5% | -23.8% | +11.3% | -7.8% |
| All | +386.0% | -32.7% | +418.7% | +415.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling