+1,112.1%
PSX vs INSM
+3,703.9%
-2,591.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.5% | +6.5% | -2.0% | +4.1% |
| 30D | +26.6% | +27.5% | -0.9% | +24.3% |
| 3M | +39.3% | +20.4% | +18.9% | +37.0% |
| 6M | +56.8% | -15.7% | +72.6% | +57.2% |
| YTD | +101.8% | -27.4% | +129.3% | +104.1% |
| 1Y | +99.6% | -11.4% | +111.0% | +98.6% |
| 3Y | +140.3% | +457.8% | -317.5% | +103.0% |
| 5Y | +339.3% | +343.0% | -3.6% | +270.8% |
| 10Y | +369.9% | +848.1% | -478.3% | +266.7% |
| All | +1,112.1% | +3,703.9% | -2,591.8% | +907.8% |
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