+754.3%
INSM vs FN
+837.6%
-83.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.9% | -10.4% | -1.1% |
| 7D | +6.2% | +16.3% | -10.1% | +1.7% |
| 30D | +15.4% | -24.7% | +40.2% | +21.2% |
| 3M | -11.4% | -34.9% | +23.5% | -5.0% |
| 6M | +14.6% | -41.1% | +55.7% | +23.6% |
| YTD | -33.3% | -19.6% | -13.7% | -35.3% |
| 1Y | -38.8% | -18.5% | -20.3% | -41.5% |
| 3Y | +395.7% | +119.1% | +276.6% | +221.5% |
| 5Y | +258.9% | +206.9% | +51.9% | +93.1% |
| 10Y | +754.3% | +826.4% | -72.1% | +203.0% |
| All | +754.3% | +837.6% | -83.3% | +203.0% |
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