+486.8%
INSM vs FGI
-66.2%
+553.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.6% | -1.3% |
| 7D | +0.5% | +22.8% | -22.3% | +0.3% |
| 30D | -4.0% | +85.9% | -89.9% | -5.1% |
| 3M | +38.5% | +32.4% | +6.1% | +37.7% |
| 6M | -11.5% | +106.3% | -117.9% | -14.0% |
| YTD | -26.9% | +48.4% | -75.3% | -28.4% |
| 1Y | -12.8% | +116.4% | -129.1% | -18.4% |
| 3Y | +384.7% | +9.2% | +375.5% | +354.0% |
| All | +486.8% | -66.2% | +553.0% | +498.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling