+84.1%
F vs INSM
+841.5%
-757.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.1% | -4.2% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -2.9% | -4.4% | +1.5% | -2.6% |
| 3M | -9.1% | +30.0% | -39.1% | -11.5% |
| 6M | +12.9% | -10.0% | +22.9% | +12.7% |
| YTD | +6.1% | -26.0% | +32.1% | +7.5% |
| 1Y | +22.5% | -12.5% | +35.0% | +21.9% |
| 3Y | +32.1% | +390.5% | -358.4% | +8.0% |
| 5Y | +43.7% | +357.7% | -314.0% | +15.6% |
| 10Y | +84.1% | +877.2% | -793.1% | +36.5% |
| All | +84.1% | +841.5% | -757.4% | +36.5% |
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 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