+168.0%
JCI vs INSM
+392.8%
-224.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.2% |
| 7D | +0.7% | +2.5% | -1.7% | +0.7% |
| 30D | -4.4% | -2.2% | -2.3% | -4.4% |
| 3M | +1.7% | +33.8% | -32.1% | +0.8% |
| 6M | +8.8% | -7.2% | +16.0% | +8.6% |
| YTD | +22.6% | -25.6% | +48.3% | +22.8% |
| 1Y | +36.2% | -11.2% | +47.4% | +36.0% |
| 3Y | +168.0% | +388.3% | -220.3% | +166.7% |
| All | +168.0% | +392.8% | -224.8% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling