-11.4%
INSM vs XYL
-23.4%
+12.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +6.5% | -5.0% | +11.6% | +7.8% |
| 30D | +27.5% | -13.2% | +40.8% | +31.7% |
| 3M | +20.4% | -3.7% | +24.1% | +19.3% |
| 6M | -15.7% | -17.7% | +2.0% | -13.1% |
| YTD | -27.4% | -21.5% | -5.9% | -25.5% |
| 1Y | -11.4% | -24.5% | +13.1% | -10.9% |
| All | -11.4% | -23.4% | +12.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling