+382.3%
INSM vs USHY
+49.7%
+332.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | +2.5% | -0.7% | +3.2% | +4.1% |
| 30D | -2.2% | -0.7% | -1.5% | -0.6% |
| 3M | +33.8% | +0.1% | +33.7% | +33.5% |
| 6M | -7.2% | +1.8% | -8.9% | -10.5% |
| YTD | -25.6% | +1.8% | -27.4% | -28.3% |
| 1Y | -11.2% | +3.3% | -14.5% | -17.4% |
| 3Y | +388.3% | +27.0% | +361.4% | +178.9% |
| 5Y | +376.6% | +21.0% | +355.6% | +219.7% |
| All | +382.3% | +49.7% | +332.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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