+700.0%
INSM vs XME
+244.0%
+456.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +3.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -4.4% | +1.4% | -5.8% | -5.1% |
| 3M | +30.0% | +2.7% | +27.3% | +27.7% |
| 6M | -10.0% | +6.5% | -16.5% | -13.1% |
| YTD | -26.0% | +15.2% | -41.2% | -31.4% |
| 1Y | -12.5% | +43.5% | -56.0% | -26.7% |
| 3Y | +390.5% | +135.9% | +254.6% | +228.6% |
| 5Y | +357.7% | +181.5% | +176.3% | +180.0% |
| 10Y | +877.2% | +436.9% | +440.4% | +350.5% |
| All | +700.0% | +244.0% | +456.0% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling