-11.4%
INSM vs JBL
+52.3%
-63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +6.5% | +3.0% | +3.5% | +5.9% |
| 30D | +27.5% | -8.3% | +35.8% | +29.5% |
| 3M | +20.4% | -16.9% | +37.3% | +24.3% |
| 6M | -15.7% | +21.8% | -37.5% | -17.0% |
| YTD | -27.4% | +36.3% | -63.7% | -29.3% |
| 1Y | -11.4% | +49.5% | -60.9% | -15.6% |
| All | -11.4% | +52.3% | -63.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling