+297.2%
INSM vs OUST
-53.0%
+350.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +3.6% |
| 7D | +5.9% | -3.8% | +9.7% | +6.2% |
| 30D | +23.9% | +5.1% | +18.8% | +22.4% |
| 3M | -4.1% | -25.8% | +21.7% | -1.7% |
| 6M | +2.7% | -2.0% | +4.7% | -1.4% |
| YTD | -30.4% | +54.7% | -85.1% | -37.8% |
| 1Y | -36.6% | +48.8% | -85.4% | -43.3% |
| 3Y | +406.9% | +607.8% | -200.9% | +226.6% |
| All | +297.2% | -53.0% | +350.3% | +330.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling