+3,138.2%
INSM vs FIVE
+873.2%
+2,265.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +14.4% | +7.3% | +7.1% | +12.2% |
| 30D | +18.8% | +18.1% | +0.7% | +13.7% |
| 3M | -11.3% | +7.7% | -19.0% | -13.3% |
| 6M | +17.9% | +13.6% | +4.3% | +12.7% |
| YTD | -31.3% | +34.6% | -65.9% | -37.4% |
| 1Y | -37.7% | +66.2% | -104.0% | -46.5% |
| 3Y | +403.1% | +43.5% | +359.6% | +318.5% |
| 5Y | +279.3% | +20.7% | +258.7% | +221.9% |
| 10Y | +740.9% | +541.5% | +199.4% | +350.1% |
| All | +3,138.2% | +873.2% | +2,265.0% | +1,757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling