+368.8%
INSM vs FDS
-28.1%
+396.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -0.5% |
| 7D | +0.5% | -16.0% | +16.5% | +2.5% |
| 30D | -4.0% | -6.7% | +2.7% | -3.3% |
| 3M | +38.5% | +6.0% | +32.6% | +36.3% |
| 6M | -11.5% | +25.1% | -36.6% | -17.0% |
| YTD | -26.9% | -8.1% | -18.7% | -24.9% |
| 1Y | -12.8% | -26.0% | +13.2% | -3.8% |
| 3Y | +384.7% | -36.4% | +421.1% | +450.6% |
| 5Y | +368.8% | -27.7% | +396.5% | +492.5% |
| All | +368.8% | -28.1% | +396.9% | +492.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling