-23.5%
INSM vs TXT
+228.2%
-251.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | -4.8% | +11.3% | +7.9% |
| 30D | +27.5% | -10.6% | +38.2% | +31.3% |
| 3M | +20.4% | -13.2% | +33.5% | +24.7% |
| 6M | -15.7% | -20.3% | +4.6% | -10.7% |
| YTD | -27.4% | -9.3% | -18.2% | -26.0% |
| 1Y | -11.4% | -2.7% | -8.7% | -11.6% |
| 3Y | +457.8% | +1.4% | +456.4% | +441.9% |
| 5Y | +343.0% | +9.6% | +333.4% | +320.4% |
| 10Y | +848.1% | +94.9% | +753.2% | +655.7% |
| All | -23.5% | +228.2% | -251.7% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling