-17.0%
TEAM vs INSM
+390.5%
-407.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.8% |
| 7D | -4.7% | +1.7% | -6.4% | -4.7% |
| 30D | +17.0% | -4.4% | +21.4% | +17.0% |
| 3M | +85.9% | +30.0% | +55.9% | +85.9% |
| 6M | +116.7% | -10.0% | +126.7% | +117.4% |
| YTD | +9.6% | -26.0% | +35.6% | +10.5% |
| 1Y | -2.5% | -12.5% | +10.0% | -2.4% |
| All | -17.0% | +390.5% | -407.4% | -19.3% |
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