-48.5%
TE vs INSM
+383.3%
-431.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.1% |
| 7D | +18.2% | +2.8% | +15.4% | +17.8% |
| 30D | -13.5% | -4.7% | -8.8% | -13.1% |
| 3M | -44.6% | +32.6% | -77.2% | -47.1% |
| 6M | -24.7% | -10.9% | -13.8% | -24.9% |
| YTD | -24.3% | -28.2% | +4.0% | -22.3% |
| 1Y | +155.6% | -14.9% | +170.4% | +154.7% |
| 3Y | -18.3% | +375.6% | -393.8% | -37.0% |
| 5Y | -41.3% | +349.1% | -390.4% | -56.4% |
| All | -48.5% | +383.3% | -431.8% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling