+367.9%
INSM vs JBL
+409.3%
-41.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.4% | +0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +1.8% |
| 30D | -2.2% | -13.1% | +10.9% | +1.1% |
| 3M | +33.8% | -15.6% | +49.4% | +38.6% |
| 6M | -7.2% | +24.6% | -31.7% | -12.8% |
| YTD | -25.6% | +39.6% | -65.2% | -32.5% |
| 1Y | -11.2% | +48.6% | -59.8% | -21.2% |
| 3Y | +388.3% | +197.3% | +191.1% | +230.6% |
| All | +367.9% | +409.3% | -41.5% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling