+67.3%
F vs INSM
+729.9%
-662.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -3.1% | +5.9% | -9.0% | -3.6% |
| 30D | 0.0% | +23.9% | -23.9% | -1.8% |
| 3M | -13.2% | -4.1% | -9.1% | -13.1% |
| 6M | -10.2% | +2.7% | -12.9% | -11.1% |
| YTD | -4.9% | -30.4% | +25.4% | -3.4% |
| 1Y | -6.1% | -36.6% | +30.5% | -3.9% |
| 3Y | +46.0% | +406.9% | -361.0% | +18.5% |
| 5Y | -15.7% | +280.3% | -296.0% | -31.0% |
| All | +67.3% | +729.9% | -662.5% | +25.3% |
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