+380.3%
INSM vs TXT
+4.6%
+375.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -4.0% | -10.2% | +6.2% | -2.3% |
| 3M | +38.5% | -13.3% | +51.8% | +41.5% |
| 6M | -11.5% | -14.4% | +2.8% | -9.4% |
| YTD | -26.9% | -9.1% | -17.8% | -25.7% |
| 1Y | -12.8% | -2.2% | -10.6% | -12.4% |
| All | +380.3% | +4.6% | +375.7% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling