+74.3%
F vs INSM
+762.7%
-688.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +1.0% | +14.4% | -13.4% | -0.2% |
| 30D | +2.1% | +18.8% | -16.6% | +0.6% |
| 3M | -10.3% | -11.3% | +1.1% | -9.6% |
| 6M | +3.3% | +17.9% | -14.6% | +1.0% |
| YTD | -2.0% | -31.3% | +29.4% | -0.3% |
| 1Y | -2.3% | -37.7% | +35.5% | +0.1% |
| 3Y | +49.9% | +403.1% | -353.2% | +21.8% |
| 5Y | -12.5% | +279.3% | -291.8% | -28.3% |
| 10Y | +74.3% | +740.9% | -666.6% | +32.4% |
| All | +74.3% | +762.7% | -688.5% | +32.4% |
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