+36.7%
F vs INSM
-21.1%
+57.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | +6.5% | -1.2% | +5.0% |
| 30D | +4.6% | +27.5% | -23.0% | +2.8% |
| 3M | -3.7% | +20.4% | -24.0% | -5.1% |
| 6M | +16.8% | -15.7% | +32.6% | +17.1% |
| YTD | +15.3% | -27.4% | +42.7% | +16.4% |
| 1Y | +31.0% | -11.4% | +42.4% | +30.5% |
| 3Y | +45.4% | +457.8% | -412.4% | +26.0% |
| 5Y | +54.7% | +343.0% | -288.3% | +34.5% |
| 10Y | +98.2% | +848.1% | -749.9% | +58.3% |
| All | +36.7% | -21.1% | +57.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling