+701.9%
INSM vs FICO
+527.0%
+174.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +5.9% | +2.2% | +3.7% | +5.1% |
| 30D | +23.9% | +0.1% | +23.8% | +23.1% |
| 3M | -4.1% | -35.2% | +31.1% | +7.2% |
| 6M | +2.7% | -32.4% | +35.0% | +9.4% |
| YTD | -30.4% | -57.4% | +27.0% | -13.0% |
| 1Y | -36.6% | -58.5% | +22.0% | -20.0% |
| 3Y | +406.9% | -28.9% | +435.8% | +344.3% |
| 5Y | +280.3% | +91.7% | +188.6% | +74.8% |
| All | +701.9% | +527.0% | +174.9% | +49.8% |
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