-77.4%
PATH vs INSM
+254.2%
-331.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -2.7% | +6.2% | -8.9% | -3.4% |
| 30D | -3.7% | +15.4% | -19.1% | -5.5% |
| 3M | -13.8% | -11.4% | -2.3% | -12.9% |
| 6M | +20.3% | +14.6% | +5.7% | +16.3% |
| YTD | -20.8% | -33.3% | +12.5% | -18.4% |
| 1Y | -9.2% | -38.8% | +29.6% | -5.6% |
| 3Y | -21.8% | +395.7% | -417.5% | -46.0% |
| 5Y | -77.4% | +258.9% | -336.3% | -83.5% |
| All | -77.4% | +254.2% | -331.6% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling