-36.6%
INSM vs FGI
+17.8%
-54.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -25.2% | +27.8% | +2.2% |
| 7D | +5.9% | -14.4% | +20.3% | +5.7% |
| 30D | +23.9% | -11.8% | +35.7% | +23.7% |
| 3M | -4.1% | -46.2% | +42.2% | -5.0% |
| 6M | +2.7% | +5.2% | -2.5% | +4.5% |
| YTD | -30.4% | +10.5% | -40.9% | -28.1% |
| 1Y | -36.6% | +25.5% | -62.1% | -34.3% |
| All | -36.6% | +17.8% | -54.3% | -34.3% |
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