+297.2%
INSM vs TXT
+8.5%
+288.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +23.9% | +13.3% | +10.6% | +18.2% |
| 3M | -4.1% | -5.0% | +0.9% | -2.5% |
| 6M | +2.7% | -8.4% | +11.1% | +5.4% |
| YTD | -30.4% | -4.0% | -26.4% | -30.2% |
| 1Y | -36.6% | +2.8% | -39.3% | -38.1% |
| 3Y | +406.9% | +10.3% | +396.7% | +355.9% |
| All | +297.2% | +8.5% | +288.7% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling