+317.2%
ADP vs INSM
+708.7%
-391.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +0.3% | +8.6% | -8.3% | -0.2% |
| 30D | +11.6% | +22.0% | -10.4% | +10.4% |
| 3M | +15.1% | -10.7% | +25.8% | +15.5% |
| 6M | +46.0% | +1.8% | +44.3% | +45.1% |
| YTD | +22.4% | -32.2% | +54.5% | +23.8% |
| 1Y | +24.5% | -39.3% | +63.7% | +26.5% |
| 3Y | +44.8% | +397.1% | -352.3% | +25.6% |
| 5Y | +49.1% | +270.6% | -221.5% | +29.8% |
| All | +317.2% | +708.7% | -391.5% | +245.3% |
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