+796.6%
INSM vs FN
+882.3%
-85.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +2.8% | +3.5% | -0.8% | +1.9% |
| 30D | -4.7% | -26.0% | +21.2% | +1.2% |
| 3M | +32.6% | -33.3% | +65.9% | +42.7% |
| 6M | -10.9% | -14.9% | +4.1% | -11.1% |
| YTD | -28.2% | -8.6% | -19.7% | -31.0% |
| 1Y | -14.9% | +12.3% | -27.2% | -23.9% |
| 3Y | +375.6% | +174.4% | +201.2% | +195.1% |
| 5Y | +349.1% | +296.4% | +52.7% | +128.0% |
| 10Y | +796.6% | +890.0% | -93.5% | +226.2% |
| All | +796.6% | +882.3% | -85.8% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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