+367.9%
INSM vs XYL
-16.2%
+384.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +2.5% | +1.2% | +1.3% | +2.0% |
| 30D | -2.2% | -11.9% | +9.8% | +2.1% |
| 3M | +33.8% | -1.5% | +35.3% | +33.4% |
| 6M | -7.2% | -11.9% | +4.7% | -3.5% |
| YTD | -25.6% | -20.6% | -5.1% | -20.3% |
| 1Y | -11.2% | -23.5% | +12.3% | -3.7% |
| 3Y | +388.3% | +14.9% | +373.5% | +326.3% |
| All | +367.9% | -16.2% | +384.1% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling