+629.3%
ON vs INSM
+884.9%
-255.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.3% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -8.6% | -2.2% | -6.4% | -8.4% |
| 3M | -34.3% | +33.8% | -68.1% | -37.2% |
| 6M | +28.5% | -7.2% | +35.7% | +28.0% |
| YTD | +40.6% | -25.6% | +66.3% | +43.7% |
| 1Y | +55.3% | -11.2% | +66.6% | +54.4% |
| 3Y | -22.2% | +388.3% | -410.5% | -42.0% |
| 5Y | +62.4% | +376.6% | -314.3% | +18.6% |
| All | +629.3% | +884.9% | -255.5% | +424.8% |
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