+877.2%
INSM vs USFD
+306.5%
+570.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +5.3% |
| 7D | +1.7% | -7.0% | +8.7% | +4.5% |
| 30D | -4.4% | -10.3% | +5.9% | -0.5% |
| 3M | +30.0% | +9.2% | +20.9% | +25.7% |
| 6M | -10.0% | +7.4% | -17.4% | -12.2% |
| YTD | -26.0% | +29.4% | -55.4% | -33.5% |
| 1Y | -12.5% | +24.8% | -37.3% | -20.4% |
| 3Y | +390.5% | +150.0% | +240.5% | +237.3% |
| 5Y | +357.7% | +195.5% | +162.2% | +189.8% |
| 10Y | +877.2% | +315.7% | +561.5% | +408.0% |
| All | +877.2% | +306.5% | +570.7% | +408.0% |
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