-70.8%
OPEN vs INSM
+363.4%
-434.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.3% | +6.5% | -10.8% | -5.9% |
| 30D | -16.2% | +27.5% | -43.8% | -23.5% |
| 3M | -36.4% | +20.4% | -56.7% | -41.1% |
| 6M | -35.5% | -15.7% | -19.7% | -35.4% |
| YTD | -46.0% | -27.4% | -18.5% | -43.5% |
| 1Y | -47.1% | -11.4% | -35.8% | -48.8% |
| 3Y | -19.0% | +457.8% | -476.8% | -62.4% |
| 5Y | -83.6% | +343.0% | -426.5% | -91.6% |
| All | -70.8% | +363.4% | -434.3% | -84.8% |
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 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