+1,152.8%
ADP vs INSM
-24.3%
+1,177.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.6% |
| 7D | +2.2% | +5.9% | -3.7% | +2.0% |
| 30D | +10.6% | +23.9% | -13.3% | +9.6% |
| 3M | +12.9% | -4.1% | +17.0% | +12.9% |
| 6M | +50.6% | +2.7% | +48.0% | +49.9% |
| YTD | +23.2% | -30.4% | +53.6% | +24.0% |
| 1Y | +25.3% | -36.6% | +61.8% | +26.4% |
| 3Y | +47.1% | +406.9% | -359.8% | +34.0% |
| 5Y | +50.1% | +280.3% | -230.2% | +37.0% |
| 10Y | +323.6% | +738.5% | -414.8% | +264.2% |
| All | +1,152.8% | -24.3% | +1,177.0% | +842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling