-23.5%
INSM vs FDS
+2,180.4%
-2,203.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.8% |
| 7D | +6.5% | -1.9% | +8.4% | +7.1% |
| 30D | +27.5% | +9.0% | +18.5% | +23.7% |
| 3M | +20.4% | +18.9% | +1.5% | +12.0% |
| 6M | -15.7% | +35.1% | -50.9% | -26.3% |
| YTD | -27.4% | +5.5% | -32.9% | -31.8% |
| 1Y | -11.4% | -16.8% | +5.4% | -10.1% |
| 3Y | +457.8% | -28.1% | +485.9% | +485.8% |
| 5Y | +343.0% | -17.4% | +360.4% | +341.9% |
| 10Y | +848.1% | +85.4% | +762.7% | +621.5% |
| All | -23.5% | +2,180.4% | -2,203.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling