+877.2%
INSM vs FE
+110.4%
+766.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -4.4% | -1.2% | -3.2% | -4.0% |
| 3M | +30.0% | +1.7% | +28.4% | +28.8% |
| 6M | -10.0% | -7.5% | -2.5% | -7.7% |
| YTD | -26.0% | +6.3% | -32.3% | -28.1% |
| 1Y | -12.5% | +10.9% | -23.4% | -16.4% |
| 3Y | +390.5% | +46.9% | +343.5% | +313.9% |
| 5Y | +357.7% | +47.6% | +310.1% | +279.5% |
| 10Y | +877.2% | +114.5% | +762.8% | +668.5% |
| All | +877.2% | +110.4% | +766.9% | +668.5% |
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