+340.5%
JCI vs INSM
+884.9%
-544.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.1% |
| 7D | +0.7% | +2.5% | -1.7% | +0.6% |
| 30D | -4.4% | -2.2% | -2.3% | -4.3% |
| 3M | +1.7% | +33.8% | -32.1% | -0.5% |
| 6M | +8.8% | -7.2% | +16.0% | +8.5% |
| YTD | +22.6% | -25.6% | +48.3% | +23.9% |
| 1Y | +36.2% | -11.2% | +47.4% | +35.8% |
| 3Y | +168.0% | +388.3% | -220.3% | +133.8% |
| 5Y | +113.5% | +376.6% | -263.2% | +83.0% |
| All | +340.5% | +884.9% | -544.4% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling