+818.3%
INSM vs FIVE
+483.6%
+334.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -4.0% | +3.0% | -7.0% | -5.2% |
| 3M | +38.5% | +23.2% | +15.3% | +29.1% |
| 6M | -11.5% | +9.2% | -20.7% | -14.8% |
| YTD | -26.9% | +28.1% | -55.0% | -33.3% |
| 1Y | -12.8% | +65.3% | -78.0% | -27.4% |
| 3Y | +384.7% | +49.4% | +335.3% | +284.0% |
| 5Y | +368.8% | +29.5% | +339.3% | +274.3% |
| All | +818.3% | +483.6% | +334.7% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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