-11.4%
INSM vs FTV
+21.5%
-32.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +6.5% | -4.6% | +11.1% | +6.6% |
| 30D | +27.5% | -7.2% | +34.7% | +27.6% |
| 3M | +20.4% | -7.3% | +27.6% | +20.5% |
| 6M | -15.7% | -1.6% | -14.1% | -16.1% |
| YTD | -27.4% | +3.3% | -30.8% | -27.1% |
| 1Y | -11.4% | +20.2% | -31.6% | -16.6% |
| All | -11.4% | +21.5% | -32.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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