+199.8%
TER vs INSM
-11.6%
+211.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.5% |
| 7D | +0.6% | +6.5% | -6.0% | -0.2% |
| 30D | -8.3% | +27.5% | -35.9% | -12.1% |
| 3M | -12.2% | +20.4% | -32.6% | -14.8% |
| 6M | +17.0% | -15.7% | +32.8% | +18.4% |
| YTD | +84.6% | -27.4% | +112.0% | +88.0% |
| 1Y | +199.8% | -11.4% | +211.2% | +188.3% |
| All | +199.8% | -11.6% | +211.4% | +188.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling