+161.4%
JPM vs INSM
+384.7%
-223.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -2.3% | -4.0% | +1.6% | -2.2% |
| 3M | +14.9% | +38.5% | -23.6% | +13.6% |
| 6M | +23.6% | -11.5% | +35.2% | +23.7% |
| YTD | +11.3% | -26.9% | +38.2% | +11.8% |
| 1Y | +19.9% | -12.8% | +32.7% | +20.0% |
| All | +161.4% | +384.7% | -223.2% | +161.2% |
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