+740.9%
INSM vs EXPD
+329.8%
+411.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +14.4% | -7.4% | +21.8% | +18.7% |
| 30D | +18.8% | -2.1% | +20.9% | +19.7% |
| 3M | -11.3% | +5.7% | -17.0% | -14.6% |
| 6M | +17.9% | +21.4% | -3.5% | +4.5% |
| YTD | -31.3% | +27.6% | -59.0% | -42.4% |
| 1Y | -37.7% | +36.1% | -73.9% | -49.9% |
| 3Y | +403.1% | +69.9% | +333.2% | +237.9% |
| 5Y | +279.3% | +59.7% | +219.7% | +155.6% |
| 10Y | +740.9% | +323.0% | +417.8% | +182.5% |
| All | +740.9% | +329.8% | +411.0% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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