-39.8%
INSM vs FFIV
+33.5%
-73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.3% |
| 7D | +13.4% | -9.8% | +23.2% | +13.2% |
| 30D | +5.9% | -28.1% | +34.0% | +5.3% |
| 3M | +11.4% | -20.0% | +31.4% | +10.4% |
| 6M | -21.4% | -0.1% | -21.4% | -20.4% |
| YTD | -36.8% | +29.2% | -66.0% | -33.3% |
| 1Y | -39.8% | +36.6% | -76.4% | -35.6% |
| All | -39.8% | +33.5% | -73.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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