-3.1%
GEHC vs INSM
+384.7%
-387.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -7.9% | +0.5% | -8.3% | -7.9% |
| 30D | -11.7% | -4.0% | -7.7% | -11.6% |
| 3M | +0.8% | +38.5% | -37.7% | -0.3% |
| 6M | -11.6% | -11.5% | -0.1% | -11.6% |
| YTD | -21.6% | -26.9% | +5.3% | -21.2% |
| 1Y | -15.3% | -12.8% | -2.5% | -15.4% |
| All | -3.1% | +384.7% | -387.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling