+796.6%
INSM vs EXPD
+308.0%
+488.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | -4.7% | +4.1% | -8.8% | -6.8% |
| 3M | +32.6% | +13.8% | +18.8% | +22.8% |
| 6M | -10.9% | +27.3% | -38.2% | -23.3% |
| YTD | -28.2% | +25.4% | -53.7% | -38.8% |
| 1Y | -14.9% | +54.4% | -69.2% | -36.7% |
| 3Y | +375.6% | +67.9% | +307.7% | +222.5% |
| 5Y | +349.1% | +59.2% | +289.9% | +202.8% |
| 10Y | +796.6% | +308.6% | +488.0% | +209.0% |
| All | +796.6% | +308.0% | +488.6% | +209.0% |
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