+394.0%
INSM vs OUST
+659.3%
-265.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.7% |
| 7D | +8.6% | +19.9% | -11.4% | +6.2% |
| 30D | +22.0% | +3.6% | +18.4% | +20.8% |
| 3M | -10.7% | -20.6% | +9.9% | -9.3% |
| 6M | +1.8% | +35.1% | -33.3% | -6.4% |
| YTD | -32.2% | +69.1% | -101.3% | -39.7% |
| 1Y | -39.3% | +49.9% | -89.2% | -45.5% |
| All | +394.0% | +659.3% | -265.3% | +211.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling