+368.8%
INSM vs FTV
-3.0%
+371.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +0.5% | -5.2% | +5.7% | +2.1% |
| 30D | -4.0% | -11.5% | +7.5% | -0.5% |
| 3M | +38.5% | -9.0% | +47.6% | +41.6% |
| 6M | -11.5% | -2.0% | -9.5% | -11.8% |
| YTD | -26.9% | -0.9% | -25.9% | -28.0% |
| 1Y | -12.8% | +14.8% | -27.6% | -18.9% |
| 3Y | +384.7% | -5.5% | +390.2% | +375.1% |
| 5Y | +368.8% | -1.9% | +370.7% | +316.5% |
| All | +368.8% | -3.0% | +371.8% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling