+701.9%
INSM vs FE
+126.1%
+575.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.4% |
| 30D | +23.9% | +4.5% | +19.4% | +21.8% |
| 3M | -4.1% | +1.3% | -5.4% | -4.6% |
| 6M | +2.7% | +8.7% | -6.0% | -1.1% |
| YTD | -30.4% | +9.2% | -39.6% | -33.1% |
| 1Y | -36.6% | +7.0% | -43.5% | -38.6% |
| 3Y | +406.9% | +51.4% | +355.6% | +320.3% |
| 5Y | +280.3% | +47.7% | +232.6% | +213.5% |
| All | +701.9% | +126.1% | +575.7% | +530.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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