+735.6%
INSM vs FE
+120.9%
+614.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +9.8% | -0.4% | +10.2% | +9.9% |
| 30D | +22.5% | +3.6% | +18.9% | +20.9% |
| 3M | -8.9% | +0.3% | -9.2% | -9.1% |
| 6M | +16.2% | +6.4% | +9.8% | +12.8% |
| YTD | -30.6% | +8.1% | -38.7% | -33.1% |
| 1Y | -37.7% | +4.6% | -42.3% | -39.1% |
| 3Y | +408.4% | +49.1% | +359.3% | +323.9% |
| 5Y | +279.6% | +46.1% | +233.5% | +214.1% |
| 10Y | +735.6% | +122.7% | +612.9% | +556.5% |
| All | +735.6% | +120.9% | +614.7% | +556.5% |
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