+248.5%
INSM vs FN
+170.4%
+78.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.7% | -6.5% | +3.7% |
| 7D | +1.6% | 0.0% | +1.7% | +1.1% |
| 30D | +12.5% | -34.3% | +46.8% | +18.3% |
| 3M | -13.7% | -39.9% | +26.2% | -8.8% |
| 6M | -16.5% | -51.8% | +35.3% | -9.4% |
| YTD | -34.3% | -28.1% | -6.1% | -34.0% |
| 1Y | -38.4% | -29.1% | -9.3% | -38.4% |
| 3Y | +379.9% | +102.4% | +277.5% | +271.5% |
| All | +248.5% | +170.4% | +78.1% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling