+27.7%
JCI vs INSM
-40.6%
+68.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.3% | -11.6% | -6.6% |
| 7D | -10.7% | +13.4% | -24.1% | -11.5% |
| 30D | -10.4% | +5.9% | -16.3% | -10.8% |
| 3M | -8.3% | +11.4% | -19.7% | -9.5% |
| 6M | -2.1% | -21.4% | +19.3% | -0.7% |
| YTD | +18.4% | -36.8% | +55.2% | +21.0% |
| 1Y | +27.7% | -39.8% | +67.5% | +28.0% |
| All | +27.7% | -40.6% | +68.3% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling