+380.3%
INSM vs FND
-50.8%
+431.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.5% | -5.1% | +5.6% | +0.7% |
| 30D | -4.0% | -22.5% | +18.5% | -2.9% |
| 3M | +38.5% | -5.0% | +43.5% | +37.3% |
| 6M | -11.5% | -21.5% | +10.0% | -11.3% |
| YTD | -26.9% | -23.0% | -3.8% | -26.8% |
| 1Y | -12.8% | -44.9% | +32.1% | -10.2% |
| All | +380.3% | -50.8% | +431.1% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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