+349.1%
INSM vs EXPD
+60.9%
+288.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -4.7% | +4.1% | -8.8% | -6.0% |
| 3M | +32.6% | +13.8% | +18.8% | +26.7% |
| 6M | -10.9% | +27.3% | -38.2% | -18.5% |
| YTD | -28.2% | +25.4% | -53.7% | -34.8% |
| 1Y | -14.9% | +54.4% | -69.2% | -29.4% |
| 3Y | +375.6% | +67.9% | +307.7% | +271.5% |
| 5Y | +349.1% | +59.2% | +289.9% | +233.7% |
| All | +349.1% | +60.9% | +288.2% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling