+833.7%
INSM vs FLR
+19.7%
+814.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +2.5% | -3.5% | +6.0% | +3.3% |
| 30D | -2.2% | +4.2% | -6.3% | -3.2% |
| 3M | +33.8% | +8.1% | +25.7% | +29.7% |
| 6M | -7.2% | +21.5% | -28.7% | -12.4% |
| YTD | -25.6% | +36.8% | -62.4% | -32.0% |
| 1Y | -11.2% | +31.2% | -42.4% | -18.5% |
| 3Y | +388.3% | +53.9% | +334.4% | +311.4% |
| 5Y | +376.6% | +243.0% | +133.6% | +219.2% |
| All | +833.7% | +19.7% | +814.0% | +653.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling