+222.1%
INSM vs OUST
-60.2%
+282.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.4% | +0.2% |
| 7D | +6.2% | +36.7% | -30.5% | +2.0% |
| 30D | +15.4% | -3.3% | +18.7% | +15.1% |
| 3M | -11.4% | -11.1% | -0.3% | -11.2% |
| 6M | +14.6% | +53.1% | -38.5% | +3.6% |
| YTD | -33.3% | +78.2% | -111.5% | -41.4% |
| 1Y | -38.8% | +50.0% | -88.8% | -45.3% |
| 3Y | +395.7% | +836.2% | -440.4% | +209.4% |
| 5Y | +258.9% | -50.0% | +308.9% | +212.4% |
| All | +222.1% | -60.2% | +282.3% | +193.7% |
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