+107.4%
INSM vs FTI
+2,107.5%
-2,000.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | -4.4% | +5.0% | -9.4% | -5.6% |
| 3M | +30.0% | +13.8% | +16.2% | +25.7% |
| 6M | -10.0% | +22.9% | -32.9% | -14.5% |
| YTD | -26.0% | +75.0% | -101.0% | -35.5% |
| 1Y | -12.5% | +96.9% | -109.4% | -26.0% |
| 3Y | +390.5% | +276.7% | +113.8% | +248.1% |
| 5Y | +357.7% | +1,157.0% | -799.3% | +133.6% |
| 10Y | +877.2% | +310.7% | +566.6% | +475.8% |
| All | +107.4% | +2,107.5% | -2,000.1% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling