+833.7%
INSM vs FTI
+305.3%
+528.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +2.5% | -4.4% | +6.9% | +3.8% |
| 30D | -2.2% | +1.5% | -3.7% | -2.7% |
| 3M | +33.8% | +8.2% | +25.6% | +30.3% |
| 6M | -7.2% | +18.8% | -26.0% | -12.1% |
| YTD | -25.6% | +71.7% | -97.3% | -37.0% |
| 1Y | -11.2% | +90.0% | -101.3% | -27.2% |
| 3Y | +388.3% | +270.5% | +117.8% | +218.6% |
| 5Y | +376.6% | +1,084.5% | -707.9% | +104.0% |
| All | +833.7% | +305.3% | +528.4% | +465.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling