+887.2%
ASX vs INSM
+762.7%
+124.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +3.0% |
| 7D | -9.1% | +14.4% | -23.6% | -10.2% |
| 30D | -23.6% | +18.8% | -42.4% | -24.8% |
| 3M | -5.6% | -11.3% | +5.7% | -4.8% |
| 6M | +4.7% | +17.9% | -13.2% | +2.5% |
| YTD | +122.6% | -31.3% | +153.9% | +127.0% |
| 1Y | +133.0% | -37.7% | +170.7% | +139.1% |
| 3Y | +367.1% | +403.1% | -36.0% | +283.4% |
| 5Y | +504.7% | +279.3% | +225.4% | +398.8% |
| 10Y | +887.2% | +740.9% | +146.3% | +683.1% |
| All | +887.2% | +762.7% | +124.5% | +683.1% |
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 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