+66.3%
MA vs INSM
+365.8%
-299.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | +0.8% | -4.4% | +5.2% | +0.9% |
| 3M | +14.8% | +30.0% | -15.3% | +13.1% |
| 6M | +10.0% | -10.0% | +20.0% | +9.9% |
| YTD | -0.1% | -26.0% | +25.9% | +0.7% |
| 1Y | -2.2% | -12.5% | +10.3% | -2.4% |
| 3Y | +39.3% | +390.5% | -351.2% | +26.7% |
| 5Y | +66.3% | +357.7% | -291.4% | +45.4% |
| All | +66.3% | +365.8% | -299.5% | +45.4% |
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