+386.0%
INSM vs FHN
+129.0%
+257.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.4% | -2.6% | -1.8% | -4.0% |
| 3M | +30.0% | 0.0% | +30.0% | +29.3% |
| 6M | -10.0% | +9.2% | -19.3% | -12.2% |
| YTD | -26.0% | +4.3% | -30.3% | -27.2% |
| 1Y | -12.5% | +10.8% | -23.3% | -15.3% |
| All | +386.0% | +129.0% | +257.1% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling