+674.9%
EXC vs INSM
-24.3%
+699.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.3% |
| 7D | +1.4% | +5.9% | -4.5% | +1.2% |
| 30D | +8.6% | +23.9% | -15.3% | +8.0% |
| 3M | +2.4% | -4.1% | +6.5% | +2.4% |
| 6M | +6.5% | +2.7% | +3.8% | +6.1% |
| YTD | +9.0% | -30.4% | +39.4% | +9.6% |
| 1Y | +4.6% | -36.6% | +41.1% | +5.3% |
| 3Y | +33.5% | +406.9% | -373.5% | +25.7% |
| 5Y | +41.4% | +280.3% | -238.9% | +33.2% |
| 10Y | +204.3% | +738.5% | -534.2% | +177.0% |
| All | +674.9% | -24.3% | +699.2% | +571.5% |
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 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