+2,297.8%
LOW vs INSM
-19.5%
+2,317.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -0.6% | +1.7% | -2.3% | -0.7% |
| 30D | -9.3% | -4.4% | -4.8% | -9.1% |
| 3M | -8.1% | +30.0% | -38.1% | -9.5% |
| 6M | -19.8% | -10.0% | -9.7% | -19.8% |
| YTD | -16.4% | -26.0% | +9.6% | -15.8% |
| 1Y | -24.7% | -12.5% | -12.2% | -24.8% |
| 3Y | -8.8% | +390.5% | -399.3% | -18.2% |
| 5Y | +7.8% | +357.7% | -349.9% | -4.0% |
| 10Y | +233.8% | +877.2% | -643.4% | +179.2% |
| All | +2,297.8% | -19.5% | +2,317.3% | +1,702.1% |
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