-21.9%
INSM vs JBL
+964.1%
-986.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +1.7% | +4.0% | -2.3% | +0.7% |
| 30D | -4.4% | -7.5% | +3.1% | -2.9% |
| 3M | +30.0% | -14.1% | +44.1% | +34.0% |
| 6M | -10.0% | +25.9% | -35.9% | -15.6% |
| YTD | -26.0% | +36.7% | -62.7% | -32.4% |
| 1Y | -12.5% | +49.0% | -61.5% | -22.1% |
| 3Y | +390.5% | +191.8% | +198.7% | +256.4% |
| 5Y | +357.7% | +409.8% | -52.1% | +186.8% |
| 10Y | +877.2% | +1,509.2% | -632.0% | +373.5% |
| All | -21.9% | +964.1% | -986.0% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling