-23.5%
INSM vs FFIV
+2,262.0%
-2,285.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | -1.0% | +7.5% | +6.7% |
| 30D | +27.5% | -5.1% | +32.6% | +28.7% |
| 3M | +20.4% | -4.5% | +24.8% | +21.2% |
| 6M | -15.7% | +36.5% | -52.2% | -20.8% |
| YTD | -27.4% | +53.0% | -80.4% | -33.4% |
| 1Y | -11.4% | +24.2% | -35.6% | -16.0% |
| 3Y | +457.8% | +137.2% | +320.6% | +365.6% |
| 5Y | +343.0% | +91.8% | +251.2% | +282.7% |
| 10Y | +848.1% | +215.2% | +632.9% | +658.5% |
| All | -23.5% | +2,262.0% | -2,285.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling