+813.8%
INSM vs FICO
+606.0%
+207.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +5.8% |
| 7D | +6.5% | -19.2% | +25.7% | +14.3% |
| 30D | +27.5% | -14.6% | +42.1% | +32.7% |
| 3M | +20.4% | -20.1% | +40.5% | +26.3% |
| 6M | -15.7% | -36.3% | +20.6% | -5.8% |
| YTD | -27.4% | -44.9% | +17.4% | -14.4% |
| 1Y | -11.4% | -38.6% | +27.2% | -2.5% |
| 3Y | +457.8% | +4.0% | +453.8% | +329.0% |
| 5Y | +343.0% | +99.5% | +243.4% | +120.2% |
| All | +813.8% | +606.0% | +207.8% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling