+20.0%
ON vs INSM
+278.6%
-258.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.9% |
| 7D | +12.2% | +5.9% | +6.3% | +11.5% |
| 30D | -3.1% | +23.9% | -27.0% | -5.7% |
| 3M | -12.9% | -4.1% | -8.8% | -12.8% |
| 6M | -38.6% | +2.7% | -41.3% | -39.4% |
| YTD | +31.2% | -30.4% | +61.6% | +34.5% |
| 1Y | +47.6% | -36.6% | +84.2% | +52.5% |
| 3Y | +6.6% | +406.9% | -400.3% | -17.8% |
| All | +20.0% | +278.6% | -258.6% | -9.5% |
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