+72.8%
HCA vs INSM
+375.8%
-303.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +5.4% | +2.5% | +2.9% | +5.3% |
| 30D | +3.0% | -2.2% | +5.1% | +3.1% |
| 3M | +13.0% | +33.8% | -20.8% | +11.4% |
| 6M | -20.3% | -7.2% | -13.1% | -20.4% |
| YTD | -8.2% | -25.6% | +17.4% | -7.6% |
| 1Y | +6.7% | -11.2% | +17.9% | +6.5% |
| 3Y | +60.4% | +388.3% | -328.0% | +46.8% |
| All | +72.8% | +375.8% | -303.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling