+963.0%
INSM vs USFD
+329.0%
+634.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +6.5% | -3.0% | +9.5% | +7.7% |
| 30D | +27.5% | +3.5% | +24.0% | +26.3% |
| 3M | +20.4% | +26.6% | -6.2% | +9.9% |
| 6M | -15.7% | +11.7% | -27.4% | -19.0% |
| YTD | -27.4% | +38.1% | -65.6% | -36.3% |
| 1Y | -11.4% | +33.4% | -44.8% | -21.3% |
| 3Y | +457.8% | +155.8% | +302.0% | +279.8% |
| 5Y | +343.0% | +214.0% | +128.9% | +174.0% |
| 10Y | +848.1% | +320.4% | +527.8% | +394.3% |
| All | +963.0% | +329.0% | +634.0% | +445.0% |
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 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