+294.7%
C vs INSM
+841.5%
-546.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.5% |
| 7D | +2.6% | +1.7% | +0.9% | +2.4% |
| 30D | +1.9% | -4.4% | +6.3% | +2.2% |
| 3M | +2.8% | +30.0% | -27.2% | 0.0% |
| 6M | +30.6% | -10.0% | +40.6% | +30.2% |
| YTD | +19.9% | -26.0% | +45.9% | +21.5% |
| 1Y | +44.6% | -12.5% | +57.1% | +43.9% |
| 3Y | +272.1% | +390.5% | -118.3% | +204.8% |
| 5Y | +132.0% | +357.7% | -225.7% | +86.3% |
| 10Y | +294.7% | +877.2% | -582.6% | +194.0% |
| All | +294.7% | +841.5% | -546.9% | +194.0% |
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 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