+367.9%
INSM vs TXG
-62.8%
+430.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.0% |
| 7D | +2.5% | +9.5% | -7.0% | +0.5% |
| 30D | -2.2% | +18.8% | -20.9% | -5.8% |
| 3M | +33.8% | +136.1% | -102.3% | +9.2% |
| 6M | -7.2% | +235.2% | -242.4% | -30.7% |
| YTD | -25.6% | +320.5% | -346.2% | -47.8% |
| 1Y | -11.2% | +425.2% | -436.4% | -42.3% |
| 3Y | +388.3% | +42.9% | +345.4% | +320.7% |
| All | +367.9% | -62.8% | +430.6% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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