+1,356.2%
JPM vs INSM
-21.9%
+1,378.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | -1.1% | -4.7% | +3.6% | -0.9% |
| 3M | +14.1% | +32.6% | -18.5% | +11.8% |
| 6M | +23.3% | -10.9% | +34.2% | +23.2% |
| YTD | +11.3% | -28.2% | +39.5% | +12.6% |
| 1Y | +23.0% | -14.9% | +37.9% | +22.9% |
| 3Y | +162.6% | +375.6% | -213.0% | +129.2% |
| 5Y | +152.8% | +349.1% | -196.3% | +118.3% |
| 10Y | +583.6% | +796.6% | -212.9% | +433.9% |
| All | +1,356.2% | -21.9% | +1,378.1% | +863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling