+153.1%
MAR vs INSM
+352.6%
-199.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -5.7% | -4.0% | -1.7% | -5.5% |
| 3M | -14.6% | +38.5% | -53.2% | -16.3% |
| 6M | +1.3% | -11.5% | +12.9% | +1.4% |
| YTD | +6.7% | -26.9% | +33.6% | +7.7% |
| 1Y | +26.4% | -12.8% | +39.2% | +26.3% |
| 3Y | +64.7% | +384.7% | -320.0% | +49.4% |
| 5Y | +153.1% | +368.8% | -215.7% | +122.9% |
| All | +153.1% | +352.6% | -199.6% | +122.9% |
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