-89.0%
OPEN vs INSM
+344.6%
-433.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.3% | -4.3% |
| 7D | -15.0% | +5.9% | -20.9% | -16.3% |
| 30D | -40.2% | +23.9% | -64.1% | -43.8% |
| 3M | -67.4% | -4.1% | -63.3% | -67.3% |
| 6M | -74.0% | +2.7% | -76.7% | -75.1% |
| YTD | -79.6% | -30.4% | -49.2% | -78.6% |
| 1Y | -86.1% | -36.6% | -49.5% | -85.1% |
| 3Y | -41.4% | +406.9% | -448.3% | -71.1% |
| 5Y | -94.9% | +280.3% | -375.1% | -97.2% |
| All | -89.0% | +344.6% | -433.6% | -94.2% |
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