+43.2%
TER vs INSM
-40.6%
+83.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.1% | -7.3% |
| 7D | -19.9% | +13.4% | -33.3% | -21.0% |
| 30D | -43.5% | +5.9% | -49.5% | -43.8% |
| 3M | -37.8% | +11.4% | -49.2% | -39.1% |
| 6M | -25.6% | -21.4% | -4.1% | -23.4% |
| YTD | +29.8% | -36.8% | +66.6% | +32.4% |
| 1Y | +43.2% | -39.8% | +83.0% | +41.4% |
| All | +43.2% | -40.6% | +83.8% | +41.4% |
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