+139.2%
SLB vs INSM
+342.6%
-203.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +0.4% | +2.8% | -2.4% | +0.3% |
| 30D | +13.6% | -4.7% | +18.3% | +13.8% |
| 3M | +1.5% | +32.6% | -31.1% | -0.1% |
| 6M | +23.0% | -10.9% | +33.9% | +22.9% |
| YTD | +51.2% | -28.2% | +79.5% | +52.3% |
| 1Y | +63.5% | -14.9% | +78.3% | +63.2% |
| 3Y | +2.5% | +375.6% | -373.1% | -5.5% |
| 5Y | +139.2% | +349.1% | -209.9% | +117.1% |
| All | +139.2% | +342.6% | -203.4% | +117.1% |
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 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