+475.8%
INSM vs FGI
-69.8%
+545.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +2.8% | +5.2% | -2.4% | +2.7% |
| 30D | -4.7% | +65.2% | -69.9% | -5.7% |
| 3M | +32.6% | +30.2% | +2.4% | +31.7% |
| 6M | -10.9% | +87.8% | -98.7% | -13.4% |
| YTD | -28.2% | +32.5% | -60.7% | -29.7% |
| 1Y | -14.9% | +93.6% | -108.4% | -20.3% |
| 3Y | +375.6% | -2.6% | +378.2% | +345.9% |
| All | +475.8% | -69.8% | +545.6% | +487.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling