+250.3%
INSM vs OUST
-62.4%
+312.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +6.5% | +5.2% | +1.3% | +5.9% |
| 30D | +27.5% | -19.3% | +46.8% | +30.5% |
| 3M | +20.4% | -22.6% | +43.0% | +20.9% |
| 6M | -15.7% | +62.8% | -78.5% | -23.9% |
| YTD | -27.4% | +68.3% | -95.8% | -35.2% |
| 1Y | -11.4% | +28.5% | -39.9% | -19.9% |
| 3Y | +457.8% | +554.0% | -96.2% | +265.7% |
| 5Y | +343.0% | -56.2% | +399.2% | +294.6% |
| All | +250.3% | -62.4% | +312.8% | +224.5% |
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