+375.0%
INSM vs USFD
+165.3%
+209.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +6.5% | -3.0% | +9.5% | +7.8% |
| 30D | +27.5% | +3.5% | +24.0% | +26.2% |
| 3M | +20.4% | +26.6% | -6.2% | +10.7% |
| 6M | -15.7% | +11.7% | -27.4% | -18.7% |
| YTD | -27.4% | +38.1% | -65.6% | -35.4% |
| 1Y | -11.4% | +33.4% | -44.8% | -20.2% |
| All | +375.0% | +165.3% | +209.6% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling