+572.2%
INSM vs USFR
+27.6%
+544.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -4.4% | +0.3% | -4.7% | -4.6% |
| 3M | +30.0% | +1.0% | +29.1% | +29.3% |
| 6M | -10.0% | +1.9% | -12.0% | -11.0% |
| YTD | -26.0% | +2.7% | -28.6% | -27.1% |
| 1Y | -12.5% | +4.0% | -16.5% | -14.5% |
| 3Y | +390.5% | +14.0% | +376.4% | +355.9% |
| 5Y | +357.7% | +20.4% | +337.3% | +314.1% |
| 10Y | +877.2% | +28.0% | +849.2% | +769.5% |
| All | +572.2% | +27.6% | +544.6% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling