+7.2%
GEHC vs INSM
+556.2%
-549.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | -7.2% | +2.5% | -9.6% | -7.2% |
| 30D | -11.6% | -2.2% | -9.4% | -11.5% |
| 3M | -0.8% | +33.8% | -34.6% | -2.0% |
| 6M | -11.9% | -7.2% | -4.7% | -12.0% |
| YTD | -21.9% | -25.6% | +3.7% | -21.6% |
| 1Y | -17.8% | -11.2% | -6.6% | -18.0% |
| 3Y | -3.5% | +388.3% | -391.9% | -6.0% |
| All | +7.2% | +556.2% | -549.1% | -2.1% |
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