-11.3%
INSM vs FN
-38.4%
+27.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +2.9% |
| 7D | +14.4% | -4.1% | +18.5% | +13.3% |
| 30D | +18.8% | -28.3% | +47.1% | +19.8% |
| 3M | -11.3% | -33.9% | +22.6% | -10.6% |
| All | -11.3% | -38.4% | +27.0% | -10.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling