-22.9%
PATH vs INSM
+416.0%
-439.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | +2.1% | +5.9% | -3.8% | +2.0% |
| 30D | +1.6% | +23.9% | -22.3% | +1.3% |
| 3M | -20.4% | -4.1% | -16.4% | -20.4% |
| 6M | +40.1% | +2.7% | +37.4% | +39.8% |
| YTD | -19.0% | -30.4% | +11.3% | -18.4% |
| 1Y | -5.8% | -36.6% | +30.7% | -4.9% |
| 3Y | -22.9% | +406.9% | -429.9% | -38.0% |
| All | -22.9% | +416.0% | -439.0% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling