+916.4%
INSM vs USFD
+352.6%
+563.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +9.8% | -0.2% | +9.9% | +9.8% |
| 30D | +22.5% | +12.3% | +10.2% | +17.0% |
| 3M | -8.9% | -0.7% | -8.2% | -8.9% |
| 6M | +16.2% | +31.3% | -15.0% | +4.4% |
| YTD | -30.6% | +45.7% | -76.3% | -40.5% |
| 1Y | -37.7% | +52.1% | -89.8% | -47.4% |
| 3Y | +408.4% | +158.2% | +250.2% | +245.3% |
| 5Y | +279.6% | +213.8% | +65.8% | +134.8% |
| 10Y | +735.6% | +367.0% | +368.6% | +317.9% |
| All | +916.4% | +352.6% | +563.8% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling