+2,184.9%
O vs INSM
-21.1%
+2,206.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.7% | +6.5% | -7.3% | -1.0% |
| 30D | -1.9% | +27.5% | -29.4% | -2.9% |
| 3M | +3.8% | +20.4% | -16.5% | +2.9% |
| 6M | -4.7% | -15.7% | +11.0% | -4.6% |
| YTD | +12.5% | -27.4% | +39.9% | +13.2% |
| 1Y | +10.8% | -11.4% | +22.2% | +10.6% |
| 3Y | +28.8% | +457.8% | -429.0% | +18.0% |
| 5Y | +13.2% | +343.0% | -329.8% | +3.7% |
| 10Y | +53.5% | +848.1% | -794.7% | +33.3% |
| All | +2,184.9% | -21.1% | +2,206.0% | +1,732.7% |
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