-23.5%
INSM vs FE
+486.4%
-509.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.5% | +1.9% | +4.6% | +5.9% |
| 30D | +27.5% | -1.2% | +28.7% | +27.8% |
| 3M | +20.4% | +3.5% | +16.9% | +18.8% |
| 6M | -15.7% | -6.1% | -9.7% | -14.4% |
| YTD | -27.4% | +7.6% | -35.0% | -29.2% |
| 1Y | -11.4% | +11.9% | -23.3% | -14.7% |
| 3Y | +457.8% | +48.4% | +409.4% | +389.0% |
| 5Y | +343.0% | +44.8% | +298.2% | +288.0% |
| 10Y | +848.1% | +115.9% | +732.2% | +639.2% |
| All | -23.5% | +486.4% | -509.8% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling