-74.1%
OPEN vs INSM
+367.1%
-441.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.4% |
| 7D | -10.5% | +0.5% | -11.0% | -10.7% |
| 30D | -21.8% | -4.0% | -17.8% | -21.1% |
| 3M | -37.5% | +38.5% | -76.0% | -44.3% |
| 6M | -44.1% | -11.5% | -32.6% | -44.8% |
| YTD | -52.0% | -26.9% | -25.1% | -49.9% |
| 1Y | -52.2% | -12.8% | -39.4% | -53.5% |
| 3Y | -25.9% | +384.7% | -410.6% | -61.7% |
| 5Y | -85.1% | +368.8% | -453.9% | -92.5% |
| All | -74.1% | +367.1% | -441.2% | -86.5% |
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 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