+818.3%
INSM vs THC
+1,021.1%
-202.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -4.0% | +1.5% | -5.5% | -4.5% |
| 3M | +38.5% | +59.9% | -21.4% | +22.1% |
| 6M | -11.5% | +11.0% | -22.5% | -14.8% |
| YTD | -26.9% | +32.6% | -59.4% | -33.0% |
| 1Y | -12.8% | +37.4% | -50.2% | -21.1% |
| 3Y | +384.7% | +252.5% | +132.1% | +228.7% |
| 5Y | +368.8% | +262.3% | +106.5% | +202.7% |
| All | +818.3% | +1,021.1% | -202.8% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling