+833.7%
INSM vs JBL
+1,558.3%
-724.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.4% | -0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +1.4% |
| 30D | -2.2% | -13.1% | +10.9% | +3.3% |
| 3M | +33.8% | -15.6% | +49.4% | +41.5% |
| 6M | -7.2% | +24.6% | -31.7% | -17.2% |
| YTD | -25.6% | +39.6% | -65.2% | -37.6% |
| 1Y | -11.2% | +48.6% | -59.8% | -28.5% |
| 3Y | +388.3% | +197.3% | +191.1% | +154.7% |
| 5Y | +376.6% | +413.0% | -36.3% | +72.2% |
| All | +833.7% | +1,558.3% | -724.6% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling