+207.2%
C vs INSM
+708.7%
-501.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +4.7% | +8.6% | -3.8% | +4.0% |
| 30D | +0.2% | +22.0% | -21.8% | -1.5% |
| 3M | -9.3% | -10.7% | +1.4% | -8.7% |
| 6M | -0.8% | +1.8% | -2.6% | -1.8% |
| YTD | +8.5% | -32.2% | +40.7% | +10.5% |
| 1Y | +23.1% | -39.3% | +62.4% | +26.3% |
| 3Y | +220.8% | +397.1% | -176.4% | +162.3% |
| 5Y | +112.4% | +270.6% | -158.2% | +74.9% |
| All | +207.2% | +708.7% | -501.5% | +139.6% |
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