+740.9%
INSM vs USFD
+369.2%
+371.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +14.4% | +8.4% | +6.0% | +10.8% |
| 30D | +18.8% | +12.7% | +6.0% | +13.3% |
| 3M | -11.3% | +1.1% | -12.4% | -12.0% |
| 6M | +17.9% | +30.2% | -12.3% | +6.3% |
| YTD | -31.3% | +45.8% | -77.2% | -41.1% |
| 1Y | -37.7% | +51.9% | -89.7% | -47.4% |
| 3Y | +403.1% | +158.5% | +244.6% | +242.2% |
| 5Y | +279.3% | +208.0% | +71.3% | +136.6% |
| 10Y | +740.9% | +376.6% | +364.3% | +327.0% |
| All | +740.9% | +369.2% | +371.6% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling