-30.7%
INSM vs EXPD
+2,236.8%
-2,267.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.8% |
| 7D | +1.6% | -7.2% | +8.8% | +3.6% |
| 30D | +12.5% | -3.3% | +15.7% | +13.3% |
| 3M | -13.7% | +3.4% | -17.1% | -14.8% |
| 6M | -16.5% | +22.7% | -39.2% | -22.0% |
| YTD | -34.3% | +24.5% | -58.8% | -39.5% |
| 1Y | -38.4% | +38.6% | -77.0% | -45.1% |
| 3Y | +379.9% | +71.5% | +308.4% | +296.2% |
| 5Y | +242.2% | +56.2% | +186.0% | +187.2% |
| 10Y | +920.6% | +310.5% | +610.2% | +575.9% |
| All | -30.7% | +2,236.8% | -2,267.5% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling