-6.9%
GEHC vs INSM
-11.6%
+4.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.0% | +6.5% | -10.5% | -4.2% |
| 30D | -2.0% | +27.5% | -29.5% | -3.1% |
| 3M | +8.0% | +20.4% | -12.4% | +6.8% |
| 6M | -12.8% | -15.7% | +3.0% | -12.4% |
| YTD | -15.9% | -27.4% | +11.5% | -15.9% |
| 1Y | -6.9% | -11.4% | +4.5% | -12.7% |
| All | -6.9% | -11.6% | +4.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling