+367.9%
INSM vs XME
+162.6%
+205.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +2.5% | -4.2% | +6.7% | +4.3% |
| 30D | -2.2% | -2.7% | +0.5% | -1.2% |
| 3M | +33.8% | -3.9% | +37.7% | +35.1% |
| 6M | -7.2% | -1.0% | -6.2% | -7.5% |
| YTD | -25.6% | +9.8% | -35.5% | -30.1% |
| 1Y | -11.2% | +32.5% | -43.8% | -24.7% |
| 3Y | +388.3% | +124.3% | +264.0% | +209.8% |
| All | +367.9% | +162.6% | +205.3% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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