+374.4%
INSM vs TXT
+11.7%
+362.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -4.4% | -10.4% | +6.0% | -0.5% |
| 3M | +30.0% | -14.3% | +44.4% | +37.1% |
| 6M | -10.0% | -15.1% | +5.1% | -5.0% |
| YTD | -26.0% | -8.3% | -17.7% | -24.4% |
| 1Y | -12.5% | -0.7% | -11.8% | -13.8% |
| 3Y | +390.5% | +6.0% | +384.5% | +345.9% |
| All | +374.4% | +11.7% | +362.7% | +297.3% |
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