-49.3%
C vs INSM
-26.2%
-23.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +4.7% | +8.6% | -3.8% | +4.1% |
| 30D | +0.2% | +22.0% | -21.8% | -1.3% |
| 3M | -9.3% | -10.7% | +1.4% | -8.8% |
| 6M | -0.8% | +1.8% | -2.6% | -1.7% |
| YTD | +8.5% | -32.2% | +40.7% | +10.2% |
| 1Y | +23.1% | -39.3% | +62.4% | +25.8% |
| 3Y | +220.8% | +397.1% | -176.4% | +170.2% |
| 5Y | +112.4% | +270.6% | -158.2% | +80.0% |
| 10Y | +217.9% | +717.1% | -499.2% | +138.7% |
| All | -49.3% | -26.2% | -23.0% | -68.4% |
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 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