+266.0%
B vs INSM
-21.1%
+287.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +6.5% | -8.1% | -1.7% |
| 30D | +9.4% | +27.5% | -18.1% | +8.9% |
| 3M | +5.0% | +20.4% | -15.4% | +4.6% |
| 6M | -3.5% | -15.7% | +12.2% | -3.5% |
| YTD | +4.5% | -27.4% | +31.9% | +4.7% |
| 1Y | +67.8% | -11.4% | +79.2% | +67.7% |
| 3Y | +196.7% | +457.8% | -261.1% | +187.9% |
| 5Y | +151.9% | +343.0% | -191.0% | +144.3% |
| 10Y | +202.2% | +848.1% | -646.0% | +189.4% |
| All | +266.0% | -21.1% | +287.1% | +241.5% |
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