+423.6%
INSM vs TRU
+226.0%
+197.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +1.7% | -6.5% | +8.2% | +4.2% |
| 30D | -4.4% | -2.5% | -1.9% | -3.9% |
| 3M | +30.0% | +10.4% | +19.7% | +23.3% |
| 6M | -10.0% | +1.6% | -11.7% | -13.0% |
| YTD | -26.0% | -9.7% | -16.3% | -25.8% |
| 1Y | -12.5% | -17.3% | +4.8% | -10.0% |
| 3Y | +390.5% | -1.8% | +392.3% | +326.6% |
| 5Y | +357.7% | -36.2% | +393.9% | +401.1% |
| 10Y | +877.2% | +143.2% | +734.0% | +379.7% |
| All | +423.6% | +226.0% | +197.6% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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