+241.4%
INSM vs OSCR
-9.0%
+250.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | -2.2% | +10.7% | -12.8% | -3.3% |
| 3M | +33.8% | +13.4% | +20.4% | +31.0% |
| 6M | -7.2% | +144.6% | -151.7% | -17.7% |
| YTD | -25.6% | +128.0% | -153.7% | -33.8% |
| 1Y | -11.2% | +68.7% | -79.9% | -19.0% |
| 3Y | +388.3% | +398.8% | -10.4% | +248.9% |
| 5Y | +376.6% | +87.3% | +289.4% | +255.5% |
| All | +241.4% | -9.0% | +250.3% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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