+375.0%
INSM vs FN
+166.1%
+208.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | +6.5% | -1.7% | +8.2% | +6.7% |
| 30D | +27.5% | -22.0% | +49.5% | +30.8% |
| 3M | +20.4% | -43.0% | +63.4% | +27.5% |
| 6M | -15.7% | -27.7% | +12.0% | -13.6% |
| YTD | -27.4% | -10.5% | -16.9% | -27.9% |
| 1Y | -11.4% | +12.5% | -23.9% | -15.5% |
| All | +375.0% | +166.1% | +208.9% | +282.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling