-37.7%
INSM vs FIVE
+66.9%
-104.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.9% |
| 3M | -8.9% | +7.0% | -16.0% | -10.9% |
| 6M | +16.2% | +20.5% | -4.2% | +10.4% |
| YTD | -30.6% | +33.1% | -63.7% | -29.3% |
| 1Y | -37.7% | +67.1% | -104.7% | -35.9% |
| All | -37.7% | +66.9% | -104.6% | -35.9% |
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