-11.4%
INSM vs THC
+40.9%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | +27.5% | +1.3% | +26.3% | +27.2% |
| 3M | +20.4% | +64.2% | -43.9% | +9.5% |
| 6M | -15.7% | +8.3% | -24.0% | -19.0% |
| YTD | -27.4% | +33.4% | -60.8% | -31.7% |
| 1Y | -11.4% | +37.7% | -49.1% | -17.1% |
| All | -11.4% | +40.9% | -52.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling