-38.4%
INSM vs FICO
-58.2%
+19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.2% |
| 7D | +1.6% | -0.9% | +2.6% | +1.6% |
| 30D | +12.5% | +3.3% | +9.1% | +13.1% |
| 3M | -13.7% | -31.7% | +18.0% | -15.5% |
| 6M | -16.5% | -34.0% | +17.4% | -17.7% |
| YTD | -34.3% | -58.3% | +24.1% | -33.1% |
| 1Y | -38.4% | -57.9% | +19.5% | -36.9% |
| All | -38.4% | -58.2% | +19.8% | -36.9% |
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