+66.9%
T vs INSM
+868.6%
-801.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +4.3% | -4.0% | +8.3% | +4.4% |
| 3M | +11.6% | +38.5% | -27.0% | +10.1% |
| 6M | -5.6% | -11.5% | +5.9% | -5.6% |
| YTD | +6.6% | -26.9% | +33.4% | +7.1% |
| 1Y | -8.4% | -12.8% | +4.4% | -8.6% |
| 3Y | +107.8% | +384.7% | -276.8% | +92.1% |
| 5Y | +68.3% | +368.8% | -300.5% | +53.8% |
| All | +66.9% | +868.6% | -801.7% | +48.1% |
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