+651.5%
ADI vs INSM
+884.9%
-233.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.7% |
| 7D | +4.6% | +2.5% | +2.1% | +4.3% |
| 30D | -1.2% | -2.2% | +1.0% | -1.0% |
| 3M | -7.8% | +33.8% | -41.6% | -10.7% |
| 6M | +19.3% | -7.2% | +26.5% | +18.8% |
| YTD | +40.9% | -25.6% | +66.6% | +42.9% |
| 1Y | +54.5% | -11.2% | +65.7% | +53.6% |
| 3Y | +123.4% | +388.3% | -264.9% | +81.8% |
| 5Y | +142.3% | +376.6% | -234.3% | +93.0% |
| All | +651.5% | +884.9% | -233.4% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling