+681.4%
INSM vs EXPD
+336.9%
+344.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +8.6% | +3.6% | +5.0% | +6.5% |
| 30D | +22.0% | +0.3% | +21.7% | +21.4% |
| 3M | -10.7% | +6.1% | -16.8% | -14.1% |
| 6M | +1.8% | +27.4% | -25.6% | -11.9% |
| YTD | -32.2% | +32.0% | -64.1% | -44.0% |
| 1Y | -39.3% | +40.5% | -79.8% | -51.9% |
| 3Y | +397.1% | +75.7% | +321.4% | +228.4% |
| 5Y | +270.6% | +61.7% | +208.9% | +149.8% |
| All | +681.4% | +336.9% | +344.5% | +166.1% |
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