+798.2%
INSM vs QSR
+203.9%
+594.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.5% | -4.7% | +5.2% | +3.0% |
| 30D | -4.0% | +4.3% | -8.3% | -6.4% |
| 3M | +38.5% | +5.4% | +33.1% | +33.2% |
| 6M | -11.5% | +8.2% | -19.7% | -16.8% |
| YTD | -26.9% | +14.1% | -41.0% | -33.7% |
| 1Y | -12.8% | +28.1% | -40.9% | -26.2% |
| 3Y | +384.7% | +25.3% | +359.4% | +301.3% |
| 5Y | +368.8% | +40.4% | +328.4% | +260.5% |
| 10Y | +865.7% | +132.4% | +733.3% | +411.8% |
| All | +798.2% | +203.9% | +594.3% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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