+17.2%
O vs INSM
+352.6%
-335.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -3.3% | -4.0% | +0.7% | -3.2% |
| 3M | -2.8% | +38.5% | -41.4% | -4.0% |
| 6M | -5.8% | -11.5% | +5.8% | -5.7% |
| YTD | +9.4% | -26.9% | +36.3% | +10.0% |
| 1Y | +5.7% | -12.8% | +18.5% | +5.6% |
| 3Y | +27.2% | +384.7% | -357.5% | +21.1% |
| 5Y | +17.2% | +368.8% | -351.6% | +7.9% |
| All | +17.2% | +352.6% | -335.4% | +7.9% |
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