+156.4%
EXPE vs INSM
+868.6%
-712.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -8.7% | +0.5% | -9.1% | -8.7% |
| 30D | -13.6% | -4.0% | -9.6% | -13.4% |
| 3M | +26.6% | +38.5% | -11.9% | +22.2% |
| 6M | +19.9% | -11.5% | +31.5% | +19.7% |
| YTD | -1.7% | -26.9% | +25.2% | -0.4% |
| 1Y | +29.4% | -12.8% | +42.2% | +28.5% |
| 3Y | +155.7% | +384.7% | -229.0% | +104.5% |
| 5Y | +93.1% | +368.8% | -275.7% | +51.4% |
| All | +156.4% | +868.6% | -712.3% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling