-11.2%
INSM vs FTI
+89.7%
-100.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +30.0% |
| 6M | -7.2% | +18.8% | -26.0% | -11.2% |
| YTD | -25.6% | +71.7% | -97.3% | -34.3% |
| 1Y | -11.2% | +90.0% | -101.3% | -23.0% |
| All | -11.2% | +89.7% | -100.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling