+50.7%
O vs INSM
+884.9%
-834.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -2.9% | +2.5% | -5.3% | -3.0% |
| 30D | -4.5% | -2.2% | -2.3% | -4.4% |
| 3M | -2.6% | +33.8% | -36.4% | -4.5% |
| 6M | -5.6% | -7.2% | +1.5% | -5.9% |
| YTD | +9.3% | -25.6% | +34.9% | +10.2% |
| 1Y | +4.3% | -11.2% | +15.5% | +4.0% |
| 3Y | +27.4% | +388.3% | -360.9% | +12.4% |
| 5Y | +17.1% | +376.6% | -359.6% | +1.4% |
| All | +50.7% | +884.9% | -834.1% | +24.4% |
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