+253.2%
ON vs INSM
-21.9%
+275.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -2.2% | +2.8% | -4.9% | -2.4% |
| 30D | -12.4% | -4.7% | -7.7% | -12.1% |
| 3M | -41.2% | +32.6% | -73.8% | -42.8% |
| 6M | +25.0% | -10.9% | +35.9% | +25.1% |
| YTD | +31.3% | -28.2% | +59.5% | +33.6% |
| 1Y | +45.4% | -14.9% | +60.3% | +45.4% |
| 3Y | -27.4% | +375.6% | -403.0% | -39.9% |
| 5Y | +58.5% | +349.1% | -290.6% | +30.5% |
| 10Y | +561.8% | +796.6% | -234.7% | +389.2% |
| All | +253.2% | -21.9% | +275.1% | +116.6% |
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