+106.5%
T vs INSM
+375.6%
-269.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.5% | +2.8% | -4.3% | -1.5% |
| 30D | +7.6% | -4.7% | +12.3% | +7.6% |
| 3M | +15.3% | +32.6% | -17.3% | +15.1% |
| 6M | -8.5% | -10.9% | +2.4% | -8.6% |
| YTD | +6.8% | -28.2% | +35.0% | +6.7% |
| 1Y | -7.2% | -14.9% | +7.6% | -7.3% |
| All | +106.5% | +375.6% | -269.1% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling