-61.6%
JD vs INSM
+365.8%
-427.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.8% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -19.3% | -4.4% | -14.9% | -19.0% |
| 3M | -6.0% | +30.0% | -36.1% | -9.0% |
| 6M | +1.8% | -10.0% | +11.8% | +1.7% |
| YTD | -2.6% | -26.0% | +23.4% | -0.9% |
| 1Y | -17.4% | -12.5% | -4.9% | -17.9% |
| 3Y | -8.6% | +390.5% | -399.1% | -28.0% |
| 5Y | -61.6% | +357.7% | -419.3% | -72.3% |
| All | -61.6% | +365.8% | -427.4% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling