+101.6%
PSX vs INSM
-11.6%
+113.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +1.8% |
| 30D | +15.6% | -2.2% | +17.8% | +15.6% |
| 3M | +46.5% | +33.8% | +12.7% | +47.5% |
| 6M | +55.0% | -7.2% | +62.2% | +54.8% |
| YTD | +105.3% | -25.6% | +130.9% | +103.1% |
| 1Y | +101.6% | -11.2% | +112.8% | +114.1% |
| All | +101.6% | -11.6% | +113.2% | +114.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling