-6.3%
JD vs INSM
+367.2%
-373.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.0% |
| 7D | -0.8% | +2.8% | -3.6% | -0.8% |
| 30D | -16.0% | -4.7% | -11.3% | -16.0% |
| 3M | -3.2% | +32.6% | -35.8% | -3.8% |
| 6M | +6.1% | -10.9% | +16.9% | +6.1% |
| YTD | -0.1% | -28.2% | +28.1% | +0.1% |
| 1Y | -12.7% | -14.9% | +2.1% | -12.8% |
| 3Y | -6.3% | +375.6% | -381.9% | -3.7% |
| All | -6.3% | +367.2% | -373.5% | -3.7% |
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