+329.3%
INSM vs FLR
+587.1%
-257.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.9% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | -4.4% | +4.9% | -9.4% | -5.7% |
| 3M | +30.0% | +10.8% | +19.2% | +25.0% |
| 6M | -10.0% | +19.7% | -29.7% | -15.2% |
| YTD | -26.0% | +38.4% | -64.3% | -33.1% |
| 1Y | -12.5% | +34.7% | -47.2% | -20.9% |
| 3Y | +390.5% | +56.7% | +333.8% | +305.4% |
| 5Y | +357.7% | +241.6% | +116.1% | +196.3% |
| 10Y | +877.2% | +20.2% | +857.0% | +599.8% |
| All | +329.3% | +587.1% | -257.8% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling