+735.6%
INSM vs FIVE
+535.9%
+199.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | +9.8% | -0.5% | +10.3% | +9.9% |
| 30D | +22.5% | +17.4% | +5.1% | +16.7% |
| 3M | -8.9% | +7.0% | -16.0% | -11.1% |
| 6M | +16.2% | +20.5% | -4.2% | +8.5% |
| YTD | -30.6% | +33.1% | -63.7% | -37.4% |
| 1Y | -37.7% | +67.1% | -104.7% | -47.8% |
| 3Y | +408.4% | +41.9% | +366.5% | +316.0% |
| 5Y | +279.6% | +21.1% | +258.5% | +216.4% |
| 10Y | +735.6% | +518.8% | +216.8% | +259.1% |
| All | +735.6% | +535.9% | +199.7% | +259.1% |
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