+279.3%
INSM vs FIVE
+18.8%
+260.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +14.4% | +7.3% | +7.1% | +12.7% |
| 30D | +18.8% | +18.1% | +0.7% | +14.9% |
| 3M | -11.3% | +7.7% | -19.0% | -12.8% |
| 6M | +17.9% | +13.6% | +4.3% | +14.1% |
| YTD | -31.3% | +34.6% | -65.9% | -35.6% |
| 1Y | -37.7% | +66.2% | -104.0% | -44.1% |
| 3Y | +403.1% | +43.5% | +359.6% | +369.5% |
| 5Y | +279.3% | +20.7% | +258.7% | +270.3% |
| All | +279.3% | +18.8% | +260.5% | +270.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling