+380.3%
INSM vs USFR
+14.1%
+366.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -4.0% | +0.3% | -4.3% | -4.4% |
| 3M | +38.5% | +1.0% | +37.6% | +37.2% |
| 6M | -11.5% | +1.9% | -13.4% | -14.3% |
| YTD | -26.9% | +2.7% | -29.5% | -31.0% |
| 1Y | -12.8% | +4.0% | -16.8% | -20.3% |
| All | +380.3% | +14.1% | +366.2% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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