+46.5%
F vs INSM
+342.6%
-296.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.2% |
| 7D | +1.2% | +2.8% | -1.6% | +1.0% |
| 30D | +1.2% | -4.7% | +6.0% | +1.5% |
| 3M | -5.7% | +32.6% | -38.3% | -7.6% |
| 6M | +17.9% | -10.9% | +28.8% | +17.9% |
| YTD | +10.4% | -28.2% | +38.6% | +11.8% |
| 1Y | +25.3% | -14.9% | +40.2% | +25.2% |
| 3Y | +37.5% | +375.6% | -338.1% | +22.6% |
| 5Y | +46.5% | +349.1% | -302.6% | +23.4% |
| All | +46.5% | +342.6% | -296.0% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling