-39.8%
INSM vs OUST
+11.1%
-50.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.7% | -10.4% | +3.9% |
| 7D | +13.4% | -0.2% | +13.6% | +13.2% |
| 30D | +5.9% | -24.0% | +29.9% | +8.2% |
| 3M | +11.4% | -29.9% | +41.3% | +14.0% |
| 6M | -21.4% | +19.1% | -40.6% | -26.2% |
| YTD | -36.8% | +55.0% | -91.8% | -41.4% |
| 1Y | -39.8% | +21.2% | -61.0% | -43.3% |
| All | -39.8% | +11.1% | -50.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling