-12.8%
INSM vs FE
+11.5%
-24.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.5% | -1.7% | +2.2% | +0.5% |
| 30D | -4.0% | -1.3% | -2.7% | -3.9% |
| 3M | +38.5% | +0.6% | +37.9% | +37.3% |
| 6M | -11.5% | -6.8% | -4.7% | -9.4% |
| YTD | -26.9% | +6.4% | -33.3% | -26.4% |
| 1Y | -12.8% | +11.3% | -24.0% | -10.6% |
| All | -12.8% | +11.5% | -24.3% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling