-39.8%
INSM vs JBL
+20.8%
-60.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.8% | +10.2% | +6.1% |
| 7D | +13.4% | -11.1% | +24.6% | +15.6% |
| 30D | +5.9% | -14.1% | +20.0% | +8.5% |
| 3M | +11.4% | -23.9% | +35.3% | +16.6% |
| 6M | -21.4% | -24.1% | +2.7% | -16.8% |
| YTD | -36.8% | +13.5% | -50.3% | -36.6% |
| 1Y | -39.8% | +23.7% | -63.5% | -40.6% |
| All | -39.8% | +20.8% | -60.6% | -40.6% |
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