-11.4%
INSM vs FICO
-39.1%
+27.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | -1.3% |
| 7D | +6.5% | -19.2% | +25.7% | +5.3% |
| 30D | +27.5% | -14.6% | +42.1% | +26.7% |
| 3M | +20.4% | -20.1% | +40.5% | +19.6% |
| 6M | -15.7% | -36.3% | +20.6% | -14.4% |
| YTD | -27.4% | -44.9% | +17.4% | -24.1% |
| 1Y | -11.4% | -38.6% | +27.2% | -9.3% |
| All | -11.4% | -39.1% | +27.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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