+217.4%
INSM vs OUST
-64.1%
+281.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +14.0% | -8.8% | +3.5% |
| 7D | +1.6% | +17.0% | -15.4% | -0.5% |
| 30D | +12.5% | -16.5% | +29.0% | +14.3% |
| 3M | -13.7% | -23.7% | +10.0% | -11.8% |
| 6M | -16.5% | +18.4% | -34.9% | -21.6% |
| YTD | -34.3% | +60.8% | -95.1% | -41.5% |
| 1Y | -38.4% | +44.2% | -82.6% | -44.7% |
| 3Y | +379.9% | +668.1% | -288.2% | +207.2% |
| 5Y | +242.2% | -48.8% | +291.1% | +196.7% |
| All | +217.4% | -64.1% | +281.5% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling