+614.2%
TEAM vs INSM
+609.8%
+4.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | -2.4% | +5.9% | -8.3% | -3.0% |
| 30D | -26.7% | +23.9% | -50.6% | -28.7% |
| 3M | -9.6% | -4.1% | -5.5% | -9.8% |
| 6M | +86.0% | +2.7% | +83.4% | +82.2% |
| YTD | -7.5% | -30.4% | +22.9% | -6.2% |
| 1Y | -1.4% | -36.6% | +35.2% | +0.9% |
| 3Y | -14.3% | +406.9% | -421.3% | -38.2% |
| 5Y | -66.3% | +280.3% | -346.6% | -75.1% |
| 10Y | +445.6% | +738.5% | -292.9% | +251.5% |
| All | +614.2% | +609.8% | +4.5% | +434.1% |
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 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