-81.0%
PATH vs INSM
+266.3%
-347.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +0.7% | +8.6% | -7.9% | -0.4% |
| 30D | -1.1% | +22.0% | -23.1% | -3.7% |
| 3M | -14.2% | -10.7% | -3.4% | -13.3% |
| 6M | +30.9% | +1.8% | +29.1% | +28.6% |
| YTD | -20.1% | -32.2% | +12.1% | -17.7% |
| 1Y | -8.1% | -39.3% | +31.2% | -4.1% |
| 3Y | -24.3% | +397.1% | -421.4% | -48.7% |
| 5Y | -75.6% | +270.6% | -346.2% | -83.1% |
| All | -81.0% | +266.3% | -347.4% | -86.2% |
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