+349.1%
INSM vs USFD
+214.9%
+134.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.8% | -3.3% | +6.1% | +4.4% |
| 30D | -4.7% | -5.3% | +0.6% | -2.4% |
| 3M | +32.6% | +18.8% | +13.8% | +23.0% |
| 6M | -10.9% | +14.3% | -25.2% | -15.7% |
| YTD | -28.2% | +36.9% | -65.1% | -38.2% |
| 1Y | -14.9% | +31.7% | -46.6% | -25.5% |
| 3Y | +375.6% | +164.5% | +211.1% | +191.5% |
| 5Y | +349.1% | +212.6% | +136.5% | +152.1% |
| All | +349.1% | +214.9% | +134.2% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling