-12.5%
INSM vs FIVE
+64.7%
-77.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.9% | +3.5% |
| 7D | +1.7% | +1.7% | +0.1% | +1.4% |
| 30D | -4.4% | +5.0% | -9.4% | -5.3% |
| 3M | +30.0% | +29.5% | +0.6% | +25.3% |
| 6M | -10.0% | +12.4% | -22.4% | -10.5% |
| YTD | -26.0% | +31.2% | -57.2% | -24.9% |
| 1Y | -12.5% | +72.9% | -85.4% | -10.9% |
| All | -12.5% | +64.7% | -77.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling