-81.2%
PATH vs INSM
+255.0%
-336.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.7% |
| 7D | -5.3% | +1.6% | -6.9% | -5.5% |
| 30D | -0.5% | +12.4% | -13.0% | -2.2% |
| 3M | -7.1% | -13.7% | +6.5% | -5.9% |
| 6M | +23.8% | -16.5% | +40.4% | +24.1% |
| YTD | -20.7% | -34.3% | +13.6% | -18.0% |
| 1Y | -8.1% | -38.4% | +30.3% | -4.4% |
| 3Y | -21.8% | +379.9% | -401.7% | -46.8% |
| 5Y | -76.8% | +242.2% | -319.1% | -83.7% |
| All | -81.2% | +255.0% | -336.1% | -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 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