+16.3%
F vs INSM
-28.5%
+44.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.0% |
| 7D | +1.6% | +1.6% | -0.1% | +1.4% |
| 30D | +2.6% | +12.5% | -9.8% | +1.9% |
| 3M | -8.8% | -13.7% | +4.9% | -8.2% |
| 6M | +4.6% | -16.5% | +21.2% | +4.9% |
| YTD | -1.9% | -34.3% | +32.4% | -0.5% |
| 1Y | -0.8% | -38.4% | +37.6% | +0.9% |
| 3Y | +43.5% | +379.9% | -336.4% | +25.3% |
| 5Y | -12.1% | +242.2% | -254.3% | -22.5% |
| 10Y | +83.6% | +920.6% | -837.0% | +46.3% |
| All | +16.3% | -28.5% | +44.8% | -18.3% |
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