+367.0%
PSX vs INSM
+352.6%
+14.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +15.8% | -4.0% | +19.8% | +15.9% |
| 3M | +43.0% | +38.5% | +4.5% | +41.4% |
| 6M | +61.1% | -11.5% | +72.6% | +61.1% |
| YTD | +104.5% | -26.9% | +131.4% | +105.8% |
| 1Y | +102.5% | -12.8% | +115.3% | +102.2% |
| 3Y | +133.5% | +384.7% | -251.2% | +119.1% |
| 5Y | +367.0% | +368.8% | -1.9% | +329.2% |
| All | +367.0% | +352.6% | +14.3% | +329.2% |
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 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