+367.9%
INSM vs USHY
+20.9%
+346.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | +2.5% | -0.7% | +3.2% | +3.8% |
| 30D | -2.2% | -0.7% | -1.5% | -0.9% |
| 3M | +33.8% | +0.1% | +33.7% | +33.5% |
| 6M | -7.2% | +1.8% | -8.9% | -9.8% |
| YTD | -25.6% | +1.8% | -27.4% | -27.7% |
| 1Y | -11.2% | +3.3% | -14.5% | -16.1% |
| 3Y | +388.3% | +27.0% | +361.4% | +220.0% |
| All | +367.9% | +20.9% | +346.9% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling