+499.1%
INSM vs XHB
+163.2%
+335.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.5% |
| 30D | -4.4% | -8.3% | +3.9% | -0.9% |
| 3M | +30.0% | -7.1% | +37.2% | +33.2% |
| 6M | -10.0% | -5.3% | -4.8% | -8.6% |
| YTD | -26.0% | -3.2% | -22.8% | -25.9% |
| 1Y | -12.5% | -13.9% | +1.4% | -8.2% |
| 3Y | +390.5% | +24.9% | +365.6% | +323.0% |
| 5Y | +357.7% | +34.5% | +323.2% | +277.7% |
| 10Y | +877.2% | +215.5% | +661.8% | +473.6% |
| All | +499.1% | +163.2% | +335.8% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling