+367.9%
INSM vs XHB
+33.0%
+334.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | +2.5% | -4.6% | +7.1% | +4.4% |
| 30D | -2.2% | -9.1% | +7.0% | +1.6% |
| 3M | +33.8% | -8.6% | +42.4% | +37.4% |
| 6M | -7.2% | -4.0% | -3.1% | -6.5% |
| YTD | -25.6% | -3.9% | -21.7% | -25.5% |
| 1Y | -11.2% | -16.5% | +5.2% | -5.7% |
| 3Y | +388.3% | +22.6% | +365.8% | +300.5% |
| All | +367.9% | +33.0% | +334.8% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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