+357.7%
INSM vs THC
+258.2%
+99.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.7% | +2.3% |
| 7D | +1.7% | +4.1% | -2.4% | +0.8% |
| 30D | -4.4% | +3.5% | -7.9% | -5.2% |
| 3M | +30.0% | +61.7% | -31.7% | +15.0% |
| 6M | -10.0% | +11.8% | -21.9% | -13.4% |
| YTD | -26.0% | +35.4% | -61.4% | -32.3% |
| 1Y | -12.5% | +37.0% | -49.5% | -20.5% |
| 3Y | +390.5% | +260.1% | +130.4% | +219.2% |
| 5Y | +357.7% | +262.6% | +95.1% | +194.1% |
| All | +357.7% | +258.2% | +99.5% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling