+297.2%
INSM vs FN
+169.4%
+127.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.9% | +3.6% |
| 7D | +5.9% | +0.3% | +5.6% | +5.6% |
| 30D | +23.9% | -16.5% | +40.4% | +25.8% |
| 3M | -4.1% | -42.1% | +38.0% | +1.8% |
| 6M | +2.7% | -52.9% | +55.6% | +11.3% |
| YTD | -30.4% | -28.0% | -2.4% | -30.2% |
| 1Y | -36.6% | -18.5% | -18.0% | -38.1% |
| 3Y | +406.9% | +93.9% | +313.1% | +296.5% |
| All | +297.2% | +169.4% | +127.8% | +161.6% |
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 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