-11.7%
INSM vs FIGR
+5.9%
-17.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +1.7% | +14.9% | -13.1% | +1.8% |
| 30D | -4.4% | +32.3% | -36.7% | -4.2% |
| 3M | +30.0% | +34.8% | -4.7% | +30.6% |
| 6M | -10.0% | +16.8% | -26.8% | -9.5% |
| YTD | -26.0% | -6.7% | -19.3% | -25.3% |
| All | -11.7% | +5.9% | -17.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling