+227.5%
LOW vs INSM
+884.9%
-657.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | -8.9% | -2.2% | -6.7% | -8.8% |
| 3M | -10.4% | +33.8% | -44.2% | -12.9% |
| 6M | -19.4% | -7.2% | -12.2% | -19.7% |
| YTD | -17.1% | -25.6% | +8.5% | -16.1% |
| 1Y | -26.3% | -11.2% | -15.0% | -26.7% |
| 3Y | -9.9% | +388.3% | -398.2% | -25.6% |
| 5Y | +6.1% | +376.6% | -370.5% | -14.3% |
| All | +227.5% | +884.9% | -657.3% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling