+253.7%
INSM vs FE
+47.5%
+206.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | +1.6% | 0.0% | +1.7% | +1.6% |
| 30D | +12.5% | +5.2% | +7.3% | +11.2% |
| 3M | -13.7% | 0.0% | -13.7% | -13.7% |
| 6M | -16.5% | +5.0% | -21.6% | -17.8% |
| YTD | -34.3% | +7.9% | -42.2% | -35.6% |
| 1Y | -38.4% | +6.3% | -44.7% | -39.4% |
| 3Y | +379.9% | +46.0% | +333.9% | +332.8% |
| All | +253.7% | +47.5% | +206.2% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling