-5.3%
ADP vs INSM
-11.6%
+6.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -3.4% | +6.5% | -10.0% | -3.2% |
| 30D | +2.8% | +27.5% | -24.8% | +3.6% |
| 3M | +20.9% | +20.4% | +0.6% | +21.6% |
| 6M | +29.9% | -15.7% | +45.6% | +29.3% |
| YTD | +9.6% | -27.4% | +37.1% | +9.5% |
| 1Y | -5.3% | -11.4% | +6.1% | -5.6% |
| All | -5.3% | -11.6% | +6.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling