+1,936.9%
INSM vs FN
+3,620.5%
-1,683.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | +6.5% | -1.7% | +8.2% | +6.9% |
| 30D | +27.5% | -22.0% | +49.5% | +33.6% |
| 3M | +20.4% | -43.0% | +63.4% | +33.5% |
| 6M | -15.7% | -27.7% | +12.0% | -12.8% |
| YTD | -27.4% | -10.5% | -16.9% | -29.4% |
| 1Y | -11.4% | +12.5% | -23.9% | -19.5% |
| 3Y | +457.8% | +153.8% | +304.0% | +285.8% |
| 5Y | +343.0% | +288.0% | +55.0% | +163.3% |
| 10Y | +848.1% | +906.4% | -58.3% | +339.0% |
| All | +1,936.9% | +3,620.5% | -1,683.6% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling