-67.0%
JBLU vs INSM
+382.9%
-449.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.1% |
| 7D | -5.0% | +2.5% | -7.4% | -5.1% |
| 30D | -23.9% | -2.2% | -21.7% | -23.8% |
| 3M | -11.6% | +33.8% | -45.4% | -13.8% |
| 6M | -0.2% | -7.2% | +6.9% | -0.6% |
| YTD | -3.3% | -25.6% | +22.3% | -2.3% |
| 1Y | -15.4% | -11.2% | -4.1% | -15.8% |
| 3Y | -14.7% | +388.3% | -403.1% | -27.1% |
| 5Y | -70.0% | +376.6% | -446.7% | -74.6% |
| 10Y | -72.9% | +881.9% | -954.7% | -79.3% |
| All | -67.0% | +382.9% | -449.9% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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