-11.2%
INSM vs FIGR
-3.1%
-8.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.6% |
| 7D | +2.5% | -3.0% | +5.5% | +2.5% |
| 30D | -2.2% | +13.7% | -15.8% | -2.0% |
| 3M | +33.8% | +23.9% | +9.9% | +34.3% |
| 6M | -7.2% | -8.4% | +1.3% | -7.4% |
| YTD | -25.6% | -14.6% | -11.0% | -25.0% |
| 1Y | -11.2% | +12.1% | -23.3% | -9.0% |
| All | -11.2% | -3.1% | -8.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling