+209.5%
B vs INSM
-26.2%
+235.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.1% |
| 7D | -6.2% | +8.6% | -14.8% | -6.3% |
| 30D | -6.6% | +22.0% | -28.6% | -6.9% |
| 3M | -7.9% | -10.7% | +2.9% | -7.7% |
| 6M | -16.8% | +1.8% | -18.6% | -16.9% |
| YTD | -11.7% | -32.2% | +20.5% | -11.4% |
| 1Y | +3.5% | -39.3% | +42.7% | +4.0% |
| 3Y | +165.7% | +397.1% | -231.4% | +158.2% |
| 5Y | +108.4% | +270.6% | -162.2% | +102.5% |
| 10Y | +212.7% | +717.1% | -504.4% | +199.9% |
| All | +209.5% | -26.2% | +235.7% | +189.0% |
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