+22.5%
F vs INSM
-12.3%
+34.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.1% | -4.0% |
| 7D | -4.9% | +1.7% | -6.6% | -4.9% |
| 30D | -2.9% | -4.4% | +1.5% | -2.8% |
| 3M | -9.1% | +30.0% | -39.1% | -9.5% |
| 6M | +12.9% | -10.0% | +22.9% | +13.5% |
| YTD | +6.1% | -26.0% | +32.1% | +6.3% |
| 1Y | +22.5% | -12.5% | +35.0% | +24.8% |
| All | +22.5% | -12.3% | +34.8% | +24.8% |
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