+380.3%
INSM vs FTI
+264.2%
+116.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.3% |
| 7D | +0.5% | -5.6% | +6.1% | +2.2% |
| 30D | -4.0% | +0.4% | -4.4% | -4.2% |
| 3M | +38.5% | +8.1% | +30.4% | +34.9% |
| 6M | -11.5% | +16.7% | -28.2% | -15.6% |
| YTD | -26.9% | +70.0% | -96.8% | -37.5% |
| 1Y | -12.8% | +85.4% | -98.2% | -27.4% |
| All | +380.3% | +264.2% | +116.1% | +231.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling