+337.3%
INSM vs FLNC
-70.4%
+407.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | +2.5% | -4.1% | +6.5% | +2.7% |
| 30D | -2.2% | -24.8% | +22.6% | -0.2% |
| 3M | +33.8% | -59.1% | +92.9% | +42.2% |
| 6M | -7.2% | -42.0% | +34.8% | -7.3% |
| YTD | -25.6% | -49.8% | +24.2% | -25.9% |
| 1Y | -11.2% | +43.1% | -54.3% | -26.8% |
| 3Y | +388.3% | -61.0% | +449.3% | +337.4% |
| All | +337.3% | -70.4% | +407.7% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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