+268.9%
INSM vs FROG
+24.4%
+244.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +0.5% | -2.2% | +2.6% | +0.8% |
| 30D | -4.0% | +3.0% | -7.0% | -4.9% |
| 3M | +38.5% | +10.3% | +28.2% | +34.6% |
| 6M | -11.5% | +116.7% | -128.2% | -26.2% |
| YTD | -26.9% | +41.9% | -68.8% | -34.6% |
| 1Y | -12.8% | +78.5% | -91.3% | -27.1% |
| 3Y | +384.7% | +224.1% | +160.6% | +219.6% |
| 5Y | +368.8% | +142.4% | +226.4% | +209.3% |
| All | +268.9% | +24.4% | +244.5% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling