+154.8%
EXPE vs INSM
+390.5%
-235.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | -11.5% | +1.7% | -13.2% | -11.5% |
| 30D | -13.1% | -4.4% | -8.6% | -13.0% |
| 3M | +18.1% | +30.0% | -11.9% | +17.6% |
| 6M | +13.3% | -10.0% | +23.3% | +13.4% |
| YTD | -3.2% | -26.0% | +22.8% | -2.7% |
| 1Y | +26.1% | -12.5% | +38.6% | +26.1% |
| All | +154.8% | +390.5% | -235.7% | +147.0% |
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