+631.2%
EXC vs INSM
-21.1%
+652.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.3% | +6.5% | -6.3% | +0.1% |
| 30D | -3.7% | +27.5% | -31.3% | -4.4% |
| 3M | -1.3% | +20.4% | -21.7% | -1.9% |
| 6M | -9.7% | -15.7% | +6.0% | -9.6% |
| YTD | +2.9% | -27.4% | +30.3% | +3.4% |
| 1Y | +4.4% | -11.4% | +15.8% | +4.2% |
| 3Y | +22.2% | +457.8% | -435.6% | +14.7% |
| 5Y | +46.7% | +343.0% | -296.3% | +37.7% |
| 10Y | +155.3% | +848.1% | -692.8% | +131.9% |
| All | +631.2% | -21.1% | +652.3% | +533.3% |
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