-24.3%
INSM vs TRMB
+688.1%
-712.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.7% | -1.2% | -3.5% | -4.6% |
| 3M | +32.6% | +9.6% | +23.0% | +28.5% |
| 6M | -10.9% | -16.1% | +5.2% | -7.0% |
| YTD | -28.2% | -25.0% | -3.3% | -23.0% |
| 1Y | -14.9% | -27.7% | +12.8% | -8.1% |
| 3Y | +375.6% | +15.3% | +360.3% | +340.8% |
| 5Y | +349.1% | -37.4% | +386.5% | +389.7% |
| 10Y | +796.6% | +117.5% | +679.1% | +617.0% |
| All | -24.3% | +688.1% | -712.4% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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