+357.7%
INSM vs FIVE
+35.6%
+322.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.9% | +3.7% |
| 7D | +1.7% | +1.7% | +0.1% | +1.3% |
| 30D | -4.4% | +5.0% | -9.4% | -5.5% |
| 3M | +30.0% | +29.5% | +0.6% | +23.3% |
| 6M | -10.0% | +12.4% | -22.4% | -12.4% |
| YTD | -26.0% | +31.2% | -57.2% | -30.2% |
| 1Y | -12.5% | +72.9% | -85.4% | -22.2% |
| 3Y | +390.5% | +53.0% | +337.5% | +343.3% |
| 5Y | +357.7% | +34.2% | +323.6% | +332.3% |
| All | +357.7% | +35.6% | +322.1% | +332.3% |
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