+219.8%
C vs INSM
+388.0%
-168.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.4% |
| 7D | -0.9% | +6.2% | -7.1% | -1.0% |
| 30D | -5.4% | +15.4% | -20.8% | -5.6% |
| 3M | -9.2% | -11.4% | +2.3% | -9.1% |
| 6M | -1.8% | +14.6% | -16.4% | -2.2% |
| YTD | +6.7% | -33.3% | +40.0% | +7.1% |
| 1Y | +23.5% | -38.8% | +62.3% | +24.1% |
| 3Y | +219.8% | +395.7% | -175.9% | +212.4% |
| All | +219.8% | +388.0% | -168.2% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling