-27.6%
INSM vs EXPD
+2,294.8%
-2,322.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +14.4% | -7.4% | +21.8% | +16.8% |
| 30D | +18.8% | -2.1% | +20.9% | +19.3% |
| 3M | -11.3% | +5.7% | -17.0% | -13.1% |
| 6M | +17.9% | +21.4% | -3.5% | +10.7% |
| YTD | -31.3% | +27.6% | -59.0% | -37.2% |
| 1Y | -37.7% | +36.1% | -73.9% | -44.2% |
| 3Y | +403.1% | +69.9% | +333.2% | +316.8% |
| 5Y | +279.3% | +59.7% | +219.7% | +216.4% |
| 10Y | +740.9% | +323.0% | +417.8% | +452.6% |
| All | -27.6% | +2,294.8% | -2,322.4% | -60.6% |
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