+266.1%
INSM vs FROG
+22.9%
+243.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +6.5% | -11.3% | +17.8% | +8.6% |
| 30D | +27.5% | +3.6% | +23.9% | +25.9% |
| 3M | +20.4% | +1.7% | +18.7% | +18.6% |
| 6M | -15.7% | +123.5% | -139.3% | -30.2% |
| YTD | -27.4% | +40.2% | -67.7% | -34.9% |
| 1Y | -11.4% | +81.0% | -92.4% | -26.2% |
| 3Y | +457.8% | +194.8% | +263.1% | +277.7% |
| 5Y | +343.0% | +131.8% | +211.2% | +194.5% |
| All | +266.1% | +22.9% | +243.1% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling