-24.3%
INSM vs THC
+275.4%
-299.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.8% | -2.6% | +5.3% | +3.2% |
| 30D | -4.7% | -1.2% | -3.6% | -4.6% |
| 3M | +32.6% | +58.9% | -26.3% | +20.7% |
| 6M | -10.9% | +9.3% | -20.2% | -13.2% |
| YTD | -28.2% | +30.4% | -58.6% | -32.6% |
| 1Y | -14.9% | +34.6% | -49.5% | -20.8% |
| 3Y | +375.6% | +246.7% | +128.9% | +259.3% |
| 5Y | +349.1% | +244.5% | +104.5% | +230.4% |
| 10Y | +796.6% | +950.1% | -153.5% | +384.6% |
| All | -24.3% | +275.4% | -299.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling