+32.9%
F vs INSM
+390.5%
-357.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.4% |
| 6M | +12.9% | -10.0% | +22.9% | +13.0% |
| YTD | +6.1% | -26.0% | +32.1% | +6.3% |
| 1Y | +22.5% | -12.5% | +35.0% | +22.5% |
| All | +32.9% | +390.5% | -357.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling