+995.4%
TER vs INSM
+729.9%
+265.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.7% |
| 7D | +14.4% | +5.9% | +8.5% | +13.6% |
| 30D | -30.6% | +23.9% | -54.5% | -32.4% |
| 3M | -39.2% | -4.1% | -35.1% | -39.1% |
| 6M | -31.3% | +2.7% | -34.0% | -32.2% |
| YTD | +29.1% | -30.4% | +59.5% | +32.2% |
| 1Y | +47.4% | -36.6% | +84.0% | +52.1% |
| 3Y | +191.2% | +406.9% | -215.7% | +123.9% |
| 5Y | +74.0% | +280.3% | -206.3% | +35.3% |
| All | +995.4% | +729.9% | +265.6% | +713.5% |
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