+818.3%
INSM vs FFIV
+238.2%
+580.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +0.5% | +1.6% | -1.1% | -0.2% |
| 30D | -4.0% | -3.7% | -0.2% | -2.6% |
| 3M | +38.5% | +2.0% | +36.6% | +36.4% |
| 6M | -11.5% | +39.3% | -50.8% | -25.1% |
| YTD | -26.9% | +56.1% | -83.0% | -42.1% |
| 1Y | -12.8% | +22.0% | -34.8% | -23.2% |
| 3Y | +384.7% | +148.2% | +236.5% | +178.3% |
| 5Y | +368.8% | +96.3% | +272.5% | +199.2% |
| All | +818.3% | +238.2% | +580.2% | +396.2% |
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