+379.9%
INSM vs FN
+101.0%
+278.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.7% | -6.5% | +4.0% |
| 7D | +1.6% | 0.0% | +1.7% | +1.2% |
| 30D | +12.5% | -34.3% | +46.8% | +17.2% |
| 3M | -13.7% | -39.9% | +26.2% | -9.6% |
| 6M | -16.5% | -51.8% | +35.3% | -10.6% |
| YTD | -34.3% | -28.1% | -6.1% | -33.6% |
| 1Y | -38.4% | -29.1% | -9.3% | -38.0% |
| 3Y | +379.9% | +102.4% | +277.5% | +273.4% |
| All | +379.9% | +101.0% | +278.9% | +273.4% |
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