+494.4%
TEAM vs INSM
+884.9%
-390.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.4% |
| 30D | +15.8% | -2.2% | +17.9% | +15.9% |
| 3M | +101.5% | +33.8% | +67.7% | +93.4% |
| 6M | +138.2% | -7.2% | +145.3% | +135.5% |
| YTD | +10.8% | -25.6% | +36.5% | +12.2% |
| 1Y | +1.7% | -11.2% | +12.9% | +0.2% |
| 3Y | -16.0% | +388.3% | -404.4% | -37.3% |
| 5Y | -52.7% | +376.6% | -429.4% | -65.1% |
| All | +494.4% | +884.9% | -390.4% | +308.0% |
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 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