+297.2%
INSM vs FROG
+207.6%
+89.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | +5.9% | +12.5% | -6.6% | +4.0% |
| 30D | +23.9% | +23.5% | +0.4% | +18.7% |
| 3M | -4.1% | +19.4% | -23.5% | -8.1% |
| 6M | +2.7% | +77.0% | -74.3% | -9.3% |
| YTD | -30.4% | +81.9% | -112.3% | -40.6% |
| 1Y | -36.6% | +90.7% | -127.2% | -46.7% |
| 3Y | +406.9% | +328.5% | +78.4% | +203.6% |
| All | +297.2% | +207.6% | +89.6% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling