-11.4%
INSM vs FGI
+81.8%
-93.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.2% |
| 7D | +6.5% | +0.5% | +6.0% | +6.6% |
| 30D | +27.5% | +65.4% | -37.9% | +29.2% |
| 3M | +20.4% | +23.5% | -3.1% | +21.9% |
| 6M | -15.7% | +60.5% | -76.3% | -14.3% |
| YTD | -27.4% | +30.0% | -57.4% | -26.3% |
| 1Y | -11.4% | +82.1% | -93.5% | -10.3% |
| All | -11.4% | +81.8% | -93.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling