-26.6%
INSM vs FFIV
+1,770.0%
-1,796.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +23.9% | -32.4% | +56.3% | +31.9% |
| 3M | -4.1% | -25.7% | +21.6% | +0.2% |
| 6M | +2.7% | -13.5% | +16.2% | +4.2% |
| YTD | -30.4% | +21.1% | -51.5% | -34.0% |
| 1Y | -36.6% | +29.4% | -66.0% | -40.7% |
| 3Y | +406.9% | +94.9% | +312.1% | +334.4% |
| 5Y | +280.3% | +34.7% | +245.6% | +247.1% |
| 10Y | +738.5% | +119.0% | +619.5% | +607.2% |
| All | -26.6% | +1,770.0% | -1,796.6% | -62.6% |
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 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