+1,537.1%
SOXX vs INSM
+884.9%
+652.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | -3.6% | -2.2% | -1.4% | -3.4% |
| 3M | -10.2% | +33.8% | -44.0% | -13.4% |
| 6M | +54.2% | -7.2% | +61.4% | +53.5% |
| YTD | +75.2% | -25.6% | +100.9% | +78.1% |
| 1Y | +107.5% | -11.2% | +118.7% | +106.2% |
| 3Y | +226.8% | +388.3% | -161.6% | +158.4% |
| 5Y | +251.2% | +376.6% | -125.4% | +171.9% |
| All | +1,537.1% | +884.9% | +652.3% | +1,123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling