+21.3%
EXC vs INSM
+367.2%
-345.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.2% | +2.8% | -1.6% | +1.2% |
| 30D | -2.7% | -4.7% | +2.0% | -2.7% |
| 3M | -1.0% | +32.6% | -33.6% | -1.4% |
| 6M | -9.3% | -10.9% | +1.6% | -9.2% |
| YTD | +3.6% | -28.2% | +31.9% | +3.9% |
| 1Y | +5.9% | -14.9% | +20.8% | +6.0% |
| 3Y | +21.3% | +375.6% | -354.3% | +18.6% |
| All | +21.3% | +367.2% | -345.9% | +18.6% |
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 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