+701.9%
INSM vs FFIV
+118.6%
+583.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.7% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +23.9% | -32.4% | +56.3% | +43.0% |
| 3M | -4.1% | -25.7% | +21.6% | +5.4% |
| 6M | +2.7% | -13.5% | +16.2% | +4.7% |
| YTD | -30.4% | +21.1% | -51.5% | -40.8% |
| 1Y | -36.6% | +29.4% | -66.0% | -48.0% |
| 3Y | +406.9% | +94.9% | +312.1% | +208.3% |
| 5Y | +280.3% | +34.7% | +245.6% | +182.6% |
| All | +701.9% | +118.6% | +583.3% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling