+153.8%
B vs INSM
+342.6%
-188.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.4% |
| 7D | +2.3% | +2.8% | -0.5% | +2.2% |
| 30D | +1.4% | -4.7% | +6.1% | +1.6% |
| 3M | +12.2% | +32.6% | -20.4% | +10.0% |
| 6M | -2.1% | -10.9% | +8.8% | -2.2% |
| YTD | +2.9% | -28.2% | +31.2% | +4.0% |
| 1Y | +55.3% | -14.9% | +70.2% | +55.4% |
| 3Y | +198.7% | +375.6% | -176.9% | +171.6% |
| 5Y | +153.8% | +349.1% | -195.3% | +121.3% |
| All | +153.8% | +342.6% | -188.8% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling