+357.7%
INSM vs FROG
+133.6%
+224.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | +1.7% | -4.8% | +6.5% | +2.5% |
| 30D | -4.4% | -0.9% | -3.5% | -4.7% |
| 3M | +30.0% | +7.5% | +22.6% | +27.0% |
| 6M | -10.0% | +107.0% | -117.0% | -24.5% |
| YTD | -26.0% | +39.8% | -65.8% | -33.6% |
| 1Y | -12.5% | +74.8% | -87.3% | -26.8% |
| 3Y | +390.5% | +219.3% | +171.2% | +209.9% |
| 5Y | +357.7% | +133.0% | +224.7% | +226.9% |
| All | +357.7% | +133.6% | +224.1% | +226.9% |
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 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