+374.4%
INSM vs USHY
+49.7%
+324.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | 0.0% |
| 7D | +0.5% | -0.7% | +1.2% | +2.2% |
| 30D | -4.0% | -0.5% | -3.4% | -2.8% |
| 3M | +38.5% | +0.5% | +38.0% | +36.7% |
| 6M | -11.5% | +1.5% | -13.0% | -14.1% |
| YTD | -26.9% | +1.7% | -28.6% | -29.4% |
| 1Y | -12.8% | +3.5% | -16.3% | -19.4% |
| 3Y | +384.7% | +27.2% | +357.5% | +175.9% |
| 5Y | +368.8% | +21.0% | +347.8% | +214.6% |
| All | +374.4% | +49.7% | +324.7% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling