+3.7%
F vs INSM
-40.6%
+44.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.7% |
| 7D | +6.0% | +13.4% | -7.4% | +5.4% |
| 30D | +4.3% | +5.9% | -1.7% | +3.9% |
| 3M | -10.1% | +11.4% | -21.5% | -10.6% |
| 6M | +12.8% | -21.4% | +34.2% | +13.7% |
| YTD | -0.1% | -36.8% | +36.7% | +1.6% |
| 1Y | +3.7% | -39.8% | +43.5% | +2.7% |
| All | +3.7% | -40.6% | +44.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling