+569.5%
INSM vs TXG
+22.9%
+546.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +0.5% | +5.0% | -4.5% | -0.7% |
| 30D | -4.0% | +13.5% | -17.5% | -7.0% |
| 3M | +38.5% | +128.0% | -89.5% | +11.9% |
| 6M | -11.5% | +224.4% | -236.0% | -35.1% |
| YTD | -26.9% | +307.0% | -333.9% | -49.8% |
| 1Y | -12.8% | +427.2% | -440.0% | -45.3% |
| 3Y | +384.7% | +40.2% | +344.5% | +300.7% |
| 5Y | +368.8% | -64.0% | +432.8% | +435.0% |
| All | +569.5% | +22.9% | +546.6% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling