-6.1%
F vs INSM
-37.5%
+31.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | -3.1% | +5.9% | -9.0% | -3.3% |
| 30D | 0.0% | +23.9% | -23.9% | -0.9% |
| 3M | -13.2% | -4.1% | -9.1% | -13.5% |
| 6M | -10.2% | +2.7% | -12.9% | -10.4% |
| YTD | -4.9% | -30.4% | +25.4% | -4.3% |
| 1Y | -6.1% | -36.6% | +30.5% | -5.5% |
| All | -6.1% | -37.5% | +31.4% | -5.5% |
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 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