+131.6%
C vs INSM
+342.6%
-211.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +3.2% | +2.8% | +0.4% | +3.0% |
| 30D | +1.3% | -4.7% | +6.0% | +1.5% |
| 3M | +3.1% | +32.6% | -29.5% | +1.5% |
| 6M | +29.6% | -10.9% | +40.5% | +29.6% |
| YTD | +19.0% | -28.2% | +47.2% | +20.1% |
| 1Y | +45.6% | -14.9% | +60.5% | +45.6% |
| 3Y | +269.3% | +375.6% | -106.3% | +240.0% |
| 5Y | +131.6% | +349.1% | -217.5% | +102.5% |
| All | +131.6% | +342.6% | -211.0% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling