+2,436.2%
MAR vs INSM
-19.5%
+2,455.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.7% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -4.7% | -4.4% | -0.2% | -4.5% |
| 3M | -15.6% | +30.0% | -45.7% | -17.1% |
| 6M | +1.2% | -10.0% | +11.2% | +1.1% |
| YTD | +7.5% | -26.0% | +33.5% | +8.4% |
| 1Y | +26.6% | -12.5% | +39.1% | +26.3% |
| 3Y | +66.0% | +390.5% | -324.5% | +45.8% |
| 5Y | +154.1% | +357.7% | -203.6% | +121.4% |
| 10Y | +441.9% | +877.2% | -435.4% | +334.2% |
| All | +2,436.2% | -19.5% | +2,455.7% | +1,791.0% |
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