+433.8%
MAR vs INSM
+884.9%
-451.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -0.5% | +2.5% | -3.0% | -0.7% |
| 30D | -5.4% | -2.2% | -3.2% | -5.3% |
| 3M | -15.5% | +33.8% | -49.3% | -17.8% |
| 6M | +3.0% | -7.2% | +10.1% | +2.6% |
| YTD | +8.5% | -25.6% | +34.2% | +9.8% |
| 1Y | +26.0% | -11.2% | +37.2% | +25.3% |
| 3Y | +68.6% | +388.3% | -319.7% | +40.5% |
| 5Y | +157.4% | +376.6% | -219.3% | +110.0% |
| All | +433.8% | +884.9% | -451.0% | +316.4% |
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 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