+1,158.7%
PSX vs INSM
+3,549.4%
-2,390.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.6% |
| 7D | +7.8% | +5.9% | +1.9% | +7.4% |
| 30D | -10.9% | +23.9% | -34.8% | -12.2% |
| 3M | +14.5% | -4.1% | +18.6% | +14.5% |
| 6M | +56.1% | +2.7% | +53.4% | +54.8% |
| YTD | +109.6% | -30.4% | +140.0% | +112.0% |
| 1Y | +95.5% | -36.6% | +132.1% | +98.8% |
| 3Y | +156.2% | +406.9% | -250.8% | +117.8% |
| 5Y | +310.0% | +280.3% | +29.7% | +249.8% |
| 10Y | +368.0% | +738.5% | -370.4% | +267.6% |
| All | +1,158.7% | +3,549.4% | -2,390.7% | +947.2% |
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