+833.7%
INSM vs JHX
+106.3%
+727.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +2.5% | -6.3% | +8.8% | +4.6% |
| 30D | -2.2% | -7.7% | +5.6% | +0.2% |
| 3M | +33.8% | +19.2% | +14.6% | +24.9% |
| 6M | -7.2% | +38.3% | -45.4% | -18.0% |
| YTD | -25.6% | +37.2% | -62.8% | -34.6% |
| 1Y | -11.2% | +42.3% | -53.5% | -23.7% |
| 3Y | +388.3% | -4.4% | +392.7% | +331.5% |
| 5Y | +376.6% | -26.4% | +403.0% | +359.4% |
| All | +833.7% | +106.3% | +727.4% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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