+367.9%
INSM vs FLR
+238.1%
+129.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +2.5% | -3.5% | +6.0% | +3.2% |
| 30D | -2.2% | +4.2% | -6.3% | -3.1% |
| 3M | +33.8% | +8.1% | +25.7% | +30.0% |
| 6M | -7.2% | +21.5% | -28.7% | -12.0% |
| YTD | -25.6% | +36.8% | -62.4% | -31.4% |
| 1Y | -11.2% | +31.2% | -42.4% | -17.9% |
| 3Y | +388.3% | +53.9% | +334.4% | +310.3% |
| All | +367.9% | +238.1% | +129.7% | +207.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling