+2.7%
INSM vs FROG
+67.3%
-64.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.6% |
| 7D | +5.9% | +12.5% | -6.6% | +6.0% |
| 30D | +23.9% | +23.5% | +0.4% | +22.3% |
| 3M | -4.1% | +19.4% | -23.5% | -5.1% |
| 6M | +2.7% | +77.0% | -74.3% | +6.8% |
| All | +2.7% | +67.3% | -64.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling