+375.6%
INSM vs FFIV
+141.9%
+233.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | -4.7% | -2.7% | -2.1% | -4.5% |
| 3M | +32.6% | -1.7% | +34.3% | +32.9% |
| 6M | -10.9% | +36.1% | -47.0% | -13.2% |
| YTD | -28.2% | +52.6% | -80.9% | -31.0% |
| 1Y | -14.9% | +21.5% | -36.4% | -15.6% |
| 3Y | +375.6% | +142.7% | +232.9% | +316.9% |
| All | +375.6% | +141.9% | +233.7% | +316.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling