+23.5%
JPM vs INSM
-7.8%
+31.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -1.4% | -4.4% | +3.0% | -1.2% |
| 3M | +13.9% | +30.0% | -16.1% | +12.0% |
| 6M | +23.5% | -10.0% | +33.5% | +25.2% |
| All | +23.5% | -7.8% | +31.3% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling