+375.6%
INSM vs FIVE
+59.0%
+316.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | +2.8% | +3.7% | -0.9% | +2.4% |
| 30D | -4.7% | +4.0% | -8.7% | -5.2% |
| 3M | +32.6% | +36.2% | -3.6% | +28.8% |
| 6M | -10.9% | +18.0% | -28.9% | -12.2% |
| YTD | -28.2% | +34.9% | -63.1% | -29.9% |
| 1Y | -14.9% | +67.9% | -82.8% | -18.4% |
| 3Y | +375.6% | +57.3% | +318.3% | +384.0% |
| All | +375.6% | +59.0% | +316.6% | +384.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling