+246.4%
INSM vs OUST
-61.4%
+307.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | +2.8% | +12.7% | -9.9% | +1.3% |
| 30D | -4.7% | -13.6% | +8.9% | -3.3% |
| 3M | +32.6% | -8.3% | +40.9% | +30.3% |
| 6M | -10.9% | +85.0% | -95.8% | -20.8% |
| YTD | -28.2% | +73.2% | -101.5% | -36.2% |
| 1Y | -14.9% | +32.5% | -47.3% | -23.3% |
| 3Y | +375.6% | +643.8% | -268.3% | +207.0% |
| 5Y | +349.1% | -52.1% | +401.2% | +295.5% |
| All | +246.4% | -61.4% | +307.8% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling