-12.8%
INSM vs FROG
+76.4%
-89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.1% |
| 7D | +0.5% | -2.2% | +2.6% | +0.3% |
| 30D | -4.0% | +3.0% | -7.0% | -3.6% |
| 3M | +38.5% | +10.3% | +28.2% | +39.8% |
| 6M | -11.5% | +116.7% | -128.2% | -10.0% |
| YTD | -26.9% | +41.9% | -68.8% | -25.8% |
| 1Y | -12.8% | +78.5% | -91.3% | -12.1% |
| All | -12.8% | +76.4% | -89.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling