+147.5%
GE vs INSM
+884.9%
-737.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | -11.4% | -2.2% | -9.2% | -11.3% |
| 3M | -2.6% | +33.8% | -36.4% | -5.6% |
| 6M | -0.3% | -7.2% | +6.8% | -0.8% |
| YTD | +5.4% | -25.6% | +31.0% | +6.8% |
| 1Y | +15.5% | -11.2% | +26.8% | +14.9% |
| 3Y | +260.8% | +388.3% | -127.6% | +194.1% |
| 5Y | +421.6% | +376.6% | +45.0% | +315.6% |
| All | +147.5% | +884.9% | -737.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling