-11.4%
INSM vs FLR
+31.2%
-42.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +6.5% | +5.4% | +1.1% | +5.4% |
| 30D | +27.5% | +11.4% | +16.2% | +23.8% |
| 3M | +20.4% | +11.4% | +9.0% | +16.3% |
| 6M | -15.7% | +16.6% | -32.4% | -19.3% |
| YTD | -27.4% | +41.7% | -69.1% | -31.3% |
| 1Y | -11.4% | +35.4% | -46.8% | -16.0% |
| All | -11.4% | +31.2% | -42.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling