+12.0%
GEHC vs INSM
+533.3%
-521.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.0% |
| 7D | -5.2% | +2.8% | -8.0% | -5.3% |
| 30D | -7.0% | -4.7% | -2.2% | -6.8% |
| 3M | +3.3% | +32.6% | -29.3% | +2.1% |
| 6M | -10.0% | -10.9% | +0.9% | -10.0% |
| YTD | -18.5% | -28.2% | +9.8% | -18.0% |
| 1Y | -14.4% | -14.9% | +0.5% | -14.5% |
| 3Y | +3.4% | +375.6% | -372.2% | +0.8% |
| All | +12.0% | +533.3% | -521.4% | +2.3% |
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