-21.4%
HCA vs INSM
-10.9%
-10.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +2.4% | -4.0% | +6.4% | +2.5% |
| 3M | +13.0% | +38.5% | -25.5% | +11.2% |
| 6M | -21.4% | -11.5% | -9.9% | -19.6% |
| All | -21.4% | -10.9% | -10.5% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling