+3,322.5%
INSM vs FIVE
+868.1%
+2,454.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.7% |
| 7D | +6.5% | +4.3% | +2.3% | +5.3% |
| 30D | +27.5% | +12.5% | +15.0% | +23.4% |
| 3M | +20.4% | +31.2% | -10.9% | +11.3% |
| 6M | -15.7% | +14.4% | -30.1% | -19.4% |
| YTD | -27.4% | +33.9% | -61.3% | -33.7% |
| 1Y | -11.4% | +65.1% | -76.4% | -24.2% |
| 3Y | +457.8% | +49.0% | +408.9% | +357.1% |
| 5Y | +343.0% | +30.3% | +312.7% | +265.6% |
| 10Y | +848.1% | +481.1% | +367.0% | +414.2% |
| All | +3,322.5% | +868.1% | +2,454.4% | +1,866.5% |
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