+152.5%
JPM vs INSM
+375.8%
-223.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -0.7% | +2.5% | -3.1% | -0.8% |
| 30D | -2.5% | -2.2% | -0.3% | -2.4% |
| 3M | +14.1% | +33.8% | -19.7% | +12.2% |
| 6M | +25.1% | -7.2% | +32.3% | +24.9% |
| YTD | +12.1% | -25.6% | +37.8% | +13.0% |
| 1Y | +18.8% | -11.2% | +30.0% | +18.7% |
| 3Y | +163.4% | +388.3% | -224.9% | +144.3% |
| All | +152.5% | +375.8% | -223.2% | +126.0% |
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