+386.0%
INSM vs FROG
+219.3%
+166.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.1% |
| 7D | +1.7% | -4.8% | +6.5% | +1.9% |
| 30D | -4.4% | -0.9% | -3.5% | -4.5% |
| 3M | +30.0% | +7.5% | +22.6% | +29.3% |
| 6M | -10.0% | +107.0% | -117.0% | -15.5% |
| YTD | -26.0% | +39.8% | -65.8% | -28.3% |
| 1Y | -12.5% | +74.8% | -87.3% | -17.9% |
| All | +386.0% | +219.3% | +166.8% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling