+565.4%
INSM vs FND
+58.4%
+507.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -4.7% | -23.6% | +18.8% | +3.0% |
| 3M | +32.6% | +4.3% | +28.3% | +28.1% |
| 6M | -10.9% | -20.3% | +9.4% | -7.1% |
| YTD | -28.2% | -21.3% | -6.9% | -25.7% |
| 1Y | -14.9% | -45.4% | +30.5% | -1.5% |
| 3Y | +375.6% | -48.9% | +424.5% | +420.6% |
| 5Y | +349.1% | -61.0% | +410.1% | +414.8% |
| All | +565.4% | +58.4% | +507.0% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling