+64.2%
T vs INSM
+365.8%
-301.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.8% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +4.6% | -4.4% | +9.0% | +4.6% |
| 3M | +12.2% | +30.0% | -17.8% | +11.5% |
| 6M | -6.5% | -10.0% | +3.6% | -6.5% |
| YTD | +4.9% | -26.0% | +30.9% | +5.1% |
| 1Y | -10.5% | -12.5% | +2.0% | -10.6% |
| 3Y | +104.6% | +390.5% | -285.9% | +97.7% |
| 5Y | +64.2% | +357.7% | -293.5% | +50.1% |
| All | +64.2% | +365.8% | -301.6% | +50.1% |
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