+740.9%
INSM vs FN
+772.0%
-31.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +4.0% |
| 7D | +14.4% | -4.1% | +18.5% | +14.7% |
| 30D | +18.8% | -28.3% | +47.1% | +26.0% |
| 3M | -11.3% | -33.9% | +22.6% | -5.3% |
| 6M | +17.9% | -43.9% | +61.8% | +28.4% |
| YTD | -31.3% | -23.4% | -7.9% | -32.7% |
| 1Y | -37.7% | -25.4% | -12.3% | -39.3% |
| 3Y | +403.1% | +107.9% | +295.2% | +229.8% |
| 5Y | +279.3% | +195.1% | +84.3% | +105.2% |
| 10Y | +740.9% | +794.1% | -53.2% | +197.2% |
| All | +740.9% | +772.0% | -31.1% | +197.2% |
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